An interpolation-based approach to American put option pricing (Q5268909)
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scientific article; zbMATH DE number 6734185
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An interpolation-based approach to American put option pricing |
scientific article; zbMATH DE number 6734185 |
Statements
An Interpolation-Based Approach to American Put Option Pricing (English)
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21 June 2017
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American option
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put option
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arbitrage-free conditions
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0.7690658569335938
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0.7628928422927856
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0.750880777835846
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0.7508731484413147
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0.7447332739830017
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