Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498)
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scientific article; zbMATH DE number 7030698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations |
scientific article; zbMATH DE number 7030698 |
Statements
Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (English)
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28 February 2019
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American style perpetual put options
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nonlinear Black-Scholes equations
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numerical approximation
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