An improvement of an analytical approximation method for American options (Q2247338)
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: An improvement of an analytical approximation method for American options |
scientific article; zbMATH DE number 7428414
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An improvement of an analytical approximation method for American options |
scientific article; zbMATH DE number 7428414 |
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
0.8334972262382507
0 references
0.8194315433502197
0 references
0.7955014109611511
0 references
0.7901564836502075
0 references
0.784407913684845
0 references
