A PDE approximation approach for the optimal early exercise boundary of American put option (Q3598100)
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scientific article; zbMATH DE number 5500653
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| English | A PDE approximation approach for the optimal early exercise boundary of American put option |
scientific article; zbMATH DE number 5500653 |
Statements
30 January 2009
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American put option
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early exercise boundary
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PDE approximation
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0.8683958649635315
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0.8595153093338013
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0.8350386619567871
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0.8245387077331543
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