A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options (Q3593056)
From MaRDI portal
!
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 5194948
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options |
scientific article; zbMATH DE number 5194948 |
Statements
A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options (English)
0 references
24 September 2007
0 references
early exercise boundary
0 references
existence and uniqueness
0 references
numerical and analytical approximations
0 references
0.8958938717842102
0 references
0.8785926103591919
0 references
0.8772733211517334
0 references
