CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS WITH AN APPROXIMATION FORMULA (Q3498243)
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scientific article; zbMATH DE number 5280248
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| English | CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS WITH AN APPROXIMATION FORMULA |
scientific article; zbMATH DE number 5280248 |
Statements
CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS WITH AN APPROXIMATION FORMULA (English)
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28 May 2008
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0.8906866312026978
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0.8388420343399048
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0.8316475749015808
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0.8176577687263489
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