Sensitivity analysis of the early exercise boundary for American style of Asian option (Q2896264)
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scientific article; zbMATH DE number 6056063
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sensitivity analysis of the early exercise boundary for American style of Asian option |
scientific article; zbMATH DE number 6056063 |
Statements
16 July 2012
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option pricing
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American-style Asian options
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early exercise boundary
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fixed domain transformation
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Sensitivity analysis of the early exercise boundary for American style of Asian option (English)
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0.8947865962982178
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0.8460659980773926
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0.8307963013648987
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0.8303540945053101
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0.824698269367218
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