Exercise boundary near maturity for an American option on several assets (Q3580103)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5769160
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exercise boundary near maturity for an American option on several assets |
scientific article; zbMATH DE number 5769160 |
Statements
Exercise Boundary Near Maturity for an American Option on Several Assets (English)
0 references
11 August 2010
0 references
American options
0 references
free boundary
0 references
optimal stopping
0 references
variational inequality
0 references
0 references
0.8204808235168457
0 references
0.8185146450996399
0 references
0.8118359446525574
0 references
0.8108574748039246
0 references
0.8107703328132629
0 references
