Are American options European after all? (Q2134285)
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scientific article; zbMATH DE number 7522864
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Are American options European after all? |
scientific article; zbMATH DE number 7522864 |
Statements
Are American options European after all? (English)
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6 May 2022
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cheapest dominating European option
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duality
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embedded American option
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free boundary problem
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optimal stopping
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representable American option
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0.72972655
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0.7210909
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0.71321744
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0.70455056
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