The early exercise premium representation for American options on multiply assets (Q253081)
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scientific article; zbMATH DE number 6551182
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The early exercise premium representation for American options on multiply assets |
scientific article; zbMATH DE number 6551182 |
Statements
The early exercise premium representation for American options on multiply assets (English)
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8 March 2016
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American option
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multiply assets
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early exercise premium
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backward stochastic differential equation
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optimal stopping
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obstacle problem
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0.8441755175590515
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0.8385068774223328
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0.8347770571708679
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0.8144515156745911
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