The pricing problem for a class of permanent American option (Q3381019)
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scientific article; zbMATH DE number 7403819
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The pricing problem for a class of permanent American option |
scientific article; zbMATH DE number 7403819 |
Statements
29 September 2021
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Black-Scholes equation
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permanent American option
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discontinuous volatility
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0.8235184550285339
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0.8221502304077148
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0.8206884860992432
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0.8186129927635193
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