APPROXIMATE SOLUTIONS FOR THE BRITISH PUT OPTION AND ITS OPTIMAL EXERCISE BOUNDARY (Q5369442)
From MaRDI portal
scientific article; zbMATH DE number 6792307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | APPROXIMATE SOLUTIONS FOR THE BRITISH PUT OPTION AND ITS OPTIMAL EXERCISE BOUNDARY |
scientific article; zbMATH DE number 6792307 |
Statements
APPROXIMATE SOLUTIONS FOR THE BRITISH PUT OPTION AND ITS OPTIMAL EXERCISE BOUNDARY (English)
0 references
17 October 2017
0 references
British options
0 references
free boundary problems
0 references
analytic approximations
0 references
