A SURVEY ON AMERICAN OPTIONS: OLD APPROACHES AND NEW TRENDS (Q5199398)
From MaRDI portal
scientific article; zbMATH DE number 5938433
Language | Label | Description | Also known as |
---|---|---|---|
English | A SURVEY ON AMERICAN OPTIONS: OLD APPROACHES AND NEW TRENDS |
scientific article; zbMATH DE number 5938433 |
Statements
A SURVEY ON AMERICAN OPTIONS: OLD APPROACHES AND NEW TRENDS (English)
0 references
16 August 2011
0 references
American option
0 references
American put
0 references
optimal exercise boundary
0 references
free boundary problem
0 references
Monte Carlo methods
0 references