Reselling of options and convergence of option rewards (Q3607217)
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scientific article; zbMATH DE number 5521292
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| default for all languages | No label defined |
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| English | Reselling of options and convergence of option rewards |
scientific article; zbMATH DE number 5521292 |
Statements
28 February 2009
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European option
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reselling problem
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American option
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reward
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convergence
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optimal stopping
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skeleton approximation
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Markov process
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binomial-trinomial approximation
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0.9185009598731996
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0.882135272026062
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0.8719467520713806
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0.8291049003601074
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0.8034404516220093
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