Penalty American options (Q4631697)
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scientific article; zbMATH DE number 7045986
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Penalty American options |
scientific article; zbMATH DE number 7045986 |
Statements
PENALTY AMERICAN OPTIONS (English)
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18 April 2019
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penalty American option
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option pricing
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optimal exercise boundary
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0.852777898311615
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0.8499675989151001
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0.8260022401809692
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0.821351170539856
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0.8189578056335449
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