Valuation of American continuous-installment options (Q2575454)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 2237106
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuation of American continuous-installment options |
scientific article; zbMATH DE number 2237106 |
Statements
Valuation of American continuous-installment options (English)
0 references
9 December 2005
0 references
installment option
0 references
free boundary-value problem
0 references
integral representation method
0 references
0.9313748478889464
0 references
0.9139389395713806
0 references
0.9139314293861388
0 references
0.9079923033714294
0 references
0.9047537446022034
0 references
