American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach (Q3515079)
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: American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach |
scientific article; zbMATH DE number 5303778
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach |
scientific article; zbMATH DE number 5303778 |
Statements
American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach (English)
0 references
24 July 2008
0 references
free boundary
0 references
variational inequality
0 references
option pricing
0 references
regime-switching volatility
0 references
0 references
0.8297106623649597
0 references
0.8089609146118164
0 references
0.8082460761070251
0 references
0.8082460761070251
0 references
0.8038779497146606
0 references
