Valuation of American Call Option Considering Uncertain Volatility (Q4919262)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Valuation of American Call Option Considering Uncertain Volatility |
scientific article; zbMATH DE number 6161684
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuation of American Call Option Considering Uncertain Volatility |
scientific article; zbMATH DE number 6161684 |
Statements
Valuation of American Call Option Considering Uncertain Volatility (English)
0 references
8 May 2013
0 references
American options
0 references
parabolic variational inequality
0 references
uncertain parameter
0 references
0 references
0.8889291
0 references
0 references
0.8807553
0 references
0.8799167
0 references
0.8767655
0 references
0 references
0.8731395
0 references
