Area estimation between the early exercise boundaries for the American put option with different local volatilities (Q2848573)
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scientific article; zbMATH DE number 6212039
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| English | Area estimation between the early exercise boundaries for the American put option with different local volatilities |
scientific article; zbMATH DE number 6212039 |
Statements
26 September 2013
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American put option
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parabolic obstacle problem
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early exercise boundaries
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area estimation
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local volatility functions
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0.89307666
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0.8924562
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0.88189965
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0.8801789
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0.87732005
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0.8763967
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0.8760792
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0.8749026
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Area estimation between the early exercise boundaries for the American put option with different local volatilities (English)
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