American options under stochastic volatility (Q3225913)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6018423
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | American options under stochastic volatility |
scientific article; zbMATH DE number 6018423 |
Statements
American Options Under Stochastic Volatility (English)
0 references
26 March 2012
0 references
American option
0 references
stochastic volatility
0 references
free boundary
0 references
0.8081910610198975
0 references
0.8062279224395752
0 references
0.805347204208374
0 references
0.8028416633605957
0 references
