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