Continuity estimate of the optimal exercise boundary with respect to volatility for the American foreign exchange put option (Q4923699)
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scientific article; zbMATH DE number 6166151
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| English | Continuity estimate of the optimal exercise boundary with respect to volatility for the American foreign exchange put option |
scientific article; zbMATH DE number 6166151 |
Statements
24 May 2013
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foreign exchange option
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optimal exercise boundary
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value function
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volatility
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0.9371561408042908
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0.8562774062156677
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0.8426611423492432
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0.820561945438385
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0.820561945438385
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