Valuing American-style options under the CEV model: an integral representation based method (Q2180299)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Valuing American-style options under the CEV model: an integral representation based method |
scientific article; zbMATH DE number 7200426
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuing American-style options under the CEV model: an integral representation based method |
scientific article; zbMATH DE number 7200426 |
Statements
Valuing American-style options under the CEV model: an integral representation based method (English)
0 references
13 May 2020
0 references
CEV model
0 references
option pricing
0 references
American-style options
0 references
early exercise boundary
0 references
iterative method
0 references
0 references
0 references
0 references
0.8669354915618896
0 references
0.8434563875198364
0 references
0.8049673438072205
0 references
0.8019580245018005
0 references
0.7951463460922241
0 references
