On perpetual American options in a multidimensional Black-Scholes model (Q5094573)
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scientific article; zbMATH DE number 7567420
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| English | On perpetual American options in a multidimensional Black-Scholes model |
scientific article; zbMATH DE number 7567420 |
Statements
On perpetual American options in a multidimensional Black–Scholes model (English)
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3 August 2022
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perpetual American option
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backward stochastic differential equation
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obstacle problem
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0.8347770571708679
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0.8262814283370972
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0.8225144743919373
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0.8207083344459534
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0.8119778633117676
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