A pricing model for American options with Gaussian interest rates (Q5933857)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1604623
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A pricing model for American options with Gaussian interest rates |
scientific article; zbMATH DE number 1604623 |
Statements
A pricing model for American options with Gaussian interest rates (English)
0 references
14 June 2001
0 references
American options
0 references
early exercise
0 references
change of numeraire
0 references
interest rates
0 references
0.8418036103248596
0 references
0.8205281496047974
0 references
0.8155479431152344
0 references
0.7984017133712769
0 references
0.7978553771972656
0 references
