Analytical pricing of American options (Q1937837)
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scientific article; zbMATH DE number 6133455
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Analytical pricing of American options |
scientific article; zbMATH DE number 6133455 |
Statements
Analytical pricing of American options (English)
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1 February 2013
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American options
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optimal exercise boundary
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homotopy analysis method
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G13
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0.8658807277679443
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0.8495255708694458
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0.8464249968528748
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0.8338667154312134
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