Pricing and Hedging American Options Using Approximations by Kim Integral Equations * (Q4677660)
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scientific article; zbMATH DE number 2167440
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| English | Pricing and Hedging American Options Using Approximations by Kim Integral Equations * |
scientific article; zbMATH DE number 2167440 |
Statements
Pricing and Hedging American Options Using Approximations by Kim Integral Equations * (English)
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12 May 2005
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early exercise boundary
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numerical procedures
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optimal exercise
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0.90344656
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0.90188086
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0.88709486
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0.8866591
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0.88648605
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0.88628155
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