The American put option in a one-dimensional diffusion model with level-dependent volatility (Q3429331)

From MaRDI portal
Revision as of 16:43, 5 September 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





scientific article
Language Label Description Also known as
English
The American put option in a one-dimensional diffusion model with level-dependent volatility
scientific article

    Statements

    The American put option in a one-dimensional diffusion model with level-dependent volatility (English)
    0 references
    0 references
    30 March 2007
    0 references

    Identifiers