Option valuation with infinitely divisible distributions (Q4610261)
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scientific article; zbMATH DE number 7002153
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option valuation with infinitely divisible distributions |
scientific article; zbMATH DE number 7002153 |
Statements
15 January 2019
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option valuation
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infinitely divisible distributions
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American options
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Option valuation with infinitely divisible distributions (English)
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0.7876847982406616
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0.7842111587524414
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0.7840027809143066
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0.7827842831611633
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