Exercise boundary of American-style Asian option (Q2378896)
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scientific article; zbMATH DE number 5491003
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exercise boundary of American-style Asian option |
scientific article; zbMATH DE number 5491003 |
Statements
Exercise boundary of American-style Asian option (English)
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14 January 2009
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option pricing
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American-style Asian option
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free boundary
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variational inequality
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0.8460659980773926
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0.8408474922180176
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0.8382906913757324
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0.8255277276039124
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0.8144232630729675
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