Valuation of American continuous-installment options (Q2575454)
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scientific article; zbMATH DE number 2237106
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuation of American continuous-installment options |
scientific article; zbMATH DE number 2237106 |
Statements
Valuation of American continuous-installment options (English)
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9 December 2005
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installment option
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free boundary-value problem
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integral representation method
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0.9313748478889464
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0.9139389395713806
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0.9139314293861388
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0.9079923033714294
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0.9047537446022034
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