Discrete approximation of finite-horizon American-style options (Q2466765)
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scientific article; zbMATH DE number 5227309
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Discrete approximation of finite-horizon American-style options |
scientific article; zbMATH DE number 5227309 |
Statements
Discrete approximation of finite-horizon American-style options (English)
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16 January 2008
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complete markets
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American-style options
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optimal stopping problem
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Escher transformation
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0.83577960729599
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0.8289943337440491
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0.8246181011199951
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