Properties of American option prices (Q2485809)
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scientific article; zbMATH DE number 2192547
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Properties of American option prices |
scientific article; zbMATH DE number 2192547 |
Statements
Properties of American option prices (English)
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5 August 2005
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Stochastic time change
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Volatility
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Optimal stopping
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Options
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0.8548316955566406
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0.7846502065658569
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0.7828494310379028
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0.7815873026847839
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