A moving boundary approach to American option pricing (Q2654413)
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scientific article; zbMATH DE number 5660332
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A moving boundary approach to American option pricing |
scientific article; zbMATH DE number 5660332 |
Statements
A moving boundary approach to American option pricing (English)
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19 January 2010
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American option pricing
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stochastic control
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Hamilton-Jacobi-Bellman equation
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free-boundary
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0.94936055
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0.9253144
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0.90050197
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0.8986962
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0.89436436
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0.8941719
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0.89406335
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0.89350724
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0.89326096
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