An improvement of an analytical approximation method for American options (Q2247338)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An improvement of an analytical approximation method for American options |
scientific article |
Statements
An improvement of an analytical approximation method for American options (English)
0 references
17 November 2021
0 references
American put options
0 references
analytical approximations
0 references
critical stock price
0 references
free boundary problems
0 references
0 references
0 references