A closed-form solution to American options under general diffusion processes (Q2869962)
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scientific article; zbMATH DE number 6247149
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A closed-form solution to American options under general diffusion processes |
scientific article; zbMATH DE number 6247149 |
Statements
A closed-form solution to American options under general diffusion processes (English)
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17 January 2014
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American option
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general diffusion process
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generalized homotopy analysis method
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Padé technique
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0.812247097492218
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0.806435227394104
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0.7843701243400574
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0.7801715135574341
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0.7744734883308411
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