The British call option (Q5746745)
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scientific article; zbMATH DE number 6256462
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The British call option |
scientific article; zbMATH DE number 6256462 |
Statements
The British call option (English)
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8 February 2014
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British call option
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European call option
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American call option
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arbitrage-free price
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rational exercise boundary
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British put-call symmetry
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liquid/illiquid market
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geometric Brownian motion
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optimal stopping
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parabolic free-boundary problem
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nonlinear integral equation
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local time-space calculus
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non-monotone free boundary
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0.9542524218559264
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0.921151876449585
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0.9099726676940918
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0.8810237050056458
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0.879604160785675
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