A variational inequality arising from American installment call options pricing (Q1025812)
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scientific article; zbMATH DE number 5568969
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A variational inequality arising from American installment call options pricing |
scientific article; zbMATH DE number 5568969 |
Statements
A variational inequality arising from American installment call options pricing (English)
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23 June 2009
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option pricing
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American installment call options
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free boundary
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variational inequality
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0.97110975
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0.93381697
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0.90740645
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0.9073607
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0.9036589
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0.89546555
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0.89173335
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0.8837235
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