Characterization of the American put option using convexity (Q2889593)
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scientific article; zbMATH DE number 6043664
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| default for all languages | No label defined |
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| English | Characterization of the American put option using convexity |
scientific article; zbMATH DE number 6043664 |
Statements
Characterization of the American Put Option Using Convexity (English)
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8 June 2012
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asymptotic analysis
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free boundary-value problem
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American put option
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0.8399184346199036
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0.8303214311599731
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0.826055645942688
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0.809098482131958
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0.799400269985199
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