On the American option-pricing model with an uncertain volatility (Q2802662)
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scientific article; zbMATH DE number 6574151
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the American option-pricing model with an uncertain volatility |
scientific article; zbMATH DE number 6574151 |
Statements
On the American option-pricing model with an uncertain volatility (English)
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26 April 2016
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American option model
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uncertain volatility
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comparison property
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0.8332437872886658
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0.8331159353256226
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0.8316502571105957
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0.8219718337059021
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0.8212335109710693
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