Asymptotics for Americans: American options close to expiry (Q2964385)
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scientific article; zbMATH DE number 6688526
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotics for Americans: American options close to expiry |
scientific article; zbMATH DE number 6688526 |
Statements
ASYMPTOTICS FOR AMERICANS: AMERICAN OPTIONS CLOSE TO EXPIRY (English)
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24 February 2017
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American options
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asymptotics
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free boundary
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equity securities
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0.8905692100524902
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0.8531773686408997
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0.8508714437484741
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