The Valuation of American Options on Multiple Assets (Q4354432)
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scientific article; zbMATH DE number 1061365
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The Valuation of American Options on Multiple Assets |
scientific article; zbMATH DE number 1061365 |
Statements
The Valuation of American Options on Multiple Assets (English)
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18 September 1997
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security valuation
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investment under uncertainty
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valuation formulas
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American options
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0.8385068774223328
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0.8206301331520081
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0.810295820236206
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0.7970788478851318
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