Pricing American options fitting the smile. (Q2707141)
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scientific article; zbMATH DE number 1582849
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing American options fitting the smile. |
scientific article; zbMATH DE number 1582849 |
Statements
29 March 2001
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american options
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exotic options
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linear programming
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volatility smile
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inverse problem
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Pricing American options fitting the smile. (English)
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0.8685208559036255
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0.8097078800201416
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0.8026324510574341
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0.794259250164032
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