Valuation of American strangle option: variational inequality approach (Q1755938)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7000392
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuation of American strangle option: variational inequality approach |
scientific article; zbMATH DE number 7000392 |
Statements
Valuation of American strangle option: variational inequality approach (English)
0 references
11 January 2019
0 references
American strangle options
0 references
free boundary problem
0 references
option pricing
0 references
variational inequality
0 references
0 references
0 references
0.8597844243049622
0 references
0.8509674668312073
0 references
0.8430578708648682
0 references
0.8325273394584656
0 references
