American options in nonlinear markets (Q2042845)
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scientific article; zbMATH DE number 7373513
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | American options in nonlinear markets |
scientific article; zbMATH DE number 7373513 |
Statements
American options in nonlinear markets (English)
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21 July 2021
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American option
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nonlinear evaluation
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nonlinear market
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reflected BSDE
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0.8239807486534119
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0.8171932697296143
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0.8142052888870239
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0.7973266839981079
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