A nonlinear partial differential equation for american options in the entire domain of the state variable (Q4378758)
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scientific article; zbMATH DE number 1124721
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A nonlinear partial differential equation for american options in the entire domain of the state variable |
scientific article; zbMATH DE number 1124721 |
Statements
A nonlinear partial differential equation for american options in the entire domain of the state variable (English)
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20 April 1999
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American option
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parabolic equation
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boundary value problem
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princing of American options
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0.9100067
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0.9047668
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0.89841664
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0.89762735
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0.89265925
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0.8892026
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