Perpetual American put options in a level-dependent volatility model (Q4462704)
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scientific article; zbMATH DE number 2066252
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Perpetual American put options in a level-dependent volatility model |
scientific article; zbMATH DE number 2066252 |
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Perpetual American put options in a level-dependent volatility model (English)
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18 May 2004
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0.864601731300354
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0.8268944621086121
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0.8097914457321167
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0.8075098395347595
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0.8051339983940125
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