Exercisability Randomization of the American Option (Q3518307)
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scientific article; zbMATH DE number 5308868
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Exercisability Randomization of the American Option |
scientific article; zbMATH DE number 5308868 |
Statements
Exercisability Randomization of the American Option (English)
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7 August 2008
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American options
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evolution equation
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free boundary problem
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optimal stopping time problem
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randomization
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0.8496590256690979
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0.8485224843025208
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0.797721803188324
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0.7941479682922363
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0.7908281087875366
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