A new form of the early exercise premium for American type derivatives (Q2213635)
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scientific article; zbMATH DE number 7281190
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new form of the early exercise premium for American type derivatives |
scientific article; zbMATH DE number 7281190 |
Statements
A new form of the early exercise premium for American type derivatives (English)
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2 December 2020
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stopping times
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American derivatives
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free boundary
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early exercise premium
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0.90234697
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0.8932253
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0.88356274
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0.87935543
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0.85266894
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0.8507125
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0.8456831
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