Valuation of some game-type option with nonconstant volatility (Q3570787)
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scientific article; zbMATH DE number 5733027
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuation of some game-type option with nonconstant volatility |
scientific article; zbMATH DE number 5733027 |
Statements
8 July 2010
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game option
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free boundary problem
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barrier option
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0.8698590397834778
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0.8357973694801331
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0.8306419253349304
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0.81740403175354
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