Free boundary problem of a new type of American option (Q3132095)
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scientific article; zbMATH DE number 6831534
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| default for all languages | No label defined |
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| English | Free boundary problem of a new type of American option |
scientific article; zbMATH DE number 6831534 |
Statements
29 January 2018
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option pricing
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variational inequality
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free boundary
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0.8474865555763245
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0.828161358833313
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0.8265019059181213
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0.8251813054084778
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0.8243318200111389
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