Martingales and upper bounds for American-style options (Q2348474)
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scientific article; zbMATH DE number 6445468
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Martingales and upper bounds for American-style options |
scientific article; zbMATH DE number 6445468 |
Statements
Martingales and upper bounds for American-style options (English)
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12 June 2015
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American option
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martingale
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upper bound estimation
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dual pricing formula
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0.8236777782440186
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0.796653687953949
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0.7898228168487549
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0.7889477610588074
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0.7799156904220581
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