Approximations for the values of american options (Q3353912)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations for the values of american options |
scientific article |
Statements
Approximations for the values of american options (English)
0 references
1991
0 references
American option valuation problem
0 references
free boundary
0 references
