Pricing the American options using the Black-Scholes pricing formula (Q2150964)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Pricing the American options using the Black-Scholes pricing formula
scientific article

    Statements

    Pricing the American options using the Black-Scholes pricing formula (English)
    0 references
    0 references
    0 references
    30 June 2022
    0 references
    American option pricing
    0 references
    analytical exact explicit solution
    0 references
    Black-Scholes PDE
    0 references

    Identifiers