Valuation of installment option by penalty method (Q4625306)
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scientific article; zbMATH DE number 7027578
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuation of installment option by penalty method |
scientific article; zbMATH DE number 7027578 |
Statements
22 February 2019
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installment option
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Black-Scholes model
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penalty method
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free boundary problem
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0.855035662651062
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0.8439448475837708
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0.8388529419898987
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0.8364143371582031
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0.8334276676177979
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