Valuation of American strangle option: variational inequality approach (Q1755938)
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scientific article; zbMATH DE number 7000392
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| English | Valuation of American strangle option: variational inequality approach |
scientific article; zbMATH DE number 7000392 |
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Valuation of American strangle option: variational inequality approach (English)
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11 January 2019
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American strangle options
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free boundary problem
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option pricing
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variational inequality
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0.8597844243049622
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0.8509674668312073
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0.8430578708648682
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0.8325273394584656
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