Convergence of the Critical Price In the Approximation of American Options (Q4372008)
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scientific article; zbMATH DE number 1106695
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convergence of the Critical Price In the Approximation of American Options |
scientific article; zbMATH DE number 1106695 |
Statements
Convergence of the Critical Price In the Approximation of American Options (English)
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21 January 1998
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American put option
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Black-Scholes model
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0.8302701711654663
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