The British put option (Q2889604)
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scientific article; zbMATH DE number 6043672
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The British put option |
scientific article; zbMATH DE number 6043672 |
Statements
The British Put Option (English)
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8 June 2012
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British put option
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American put option
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European put option
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arbitrage-free price
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rational exercise boundary
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liquid/illiquid market
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geometric Brownian motion
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optimal stopping
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parabolic free-boundary problem
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nonlinear integral equation
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local time-space calculus
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non-monotone free boundary
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0.9542524218559264
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0.933929979801178
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0.9145053625106812
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0.88907790184021
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0.8816416263580322
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