Mathematical properties of American chooser options (Q4645333)
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scientific article; zbMATH DE number 6999643
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mathematical properties of American chooser options |
scientific article; zbMATH DE number 6999643 |
Statements
MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS (English)
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10 January 2019
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American chooser options
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American strangle options
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change of variable
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optimal stopping
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free boundaries
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0.7990562915802002
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0.7454495429992676
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0.7312219738960266
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0.730747401714325
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