On Backward Stochastic Differential Equations Approach to Valuation of American Options (Q3100574)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On Backward Stochastic Differential Equations Approach to Valuation of American Options |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Backward Stochastic Differential Equations Approach to Valuation of American Options |
scientific article |
Statements
On Backward Stochastic Differential Equations Approach to Valuation of American Options (English)
0 references
24 November 2011
0 references
backward stochastic differential equation
0 references
obstacle problem
0 references
American option
0 references
