Pricing the American options: a closed-form, simple formula (Q2140741)
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scientific article; zbMATH DE number 7530529
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing the American options: a closed-form, simple formula |
scientific article; zbMATH DE number 7530529 |
Statements
Pricing the American options: a closed-form, simple formula (English)
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23 May 2022
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American option pricing
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upper bound
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closed-form formula
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generalized Black-Scholes PDE
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0.7623494863510132
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0.7620219588279724
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0.7614700794219971
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0.7532647848129272
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0.7450155019760132
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