Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing American options under Azzalini Ito-McKean skew Brownian motions |
scientific article; zbMATH DE number 7701113
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing American options under Azzalini Ito-McKean skew Brownian motions |
scientific article; zbMATH DE number 7701113 |
Statements
Pricing American options under Azzalini Ito-McKean skew Brownian motions (English)
0 references
26 June 2023
0 references
American option pricing
0 references
skew Brownian motion
0 references
non-normal distribution
0 references
optimal stopping problem
0 references
quadratic variation
0 references
0 references
0 references
0 references
0 references
0 references
0.8708101
0 references
0.8647457
0 references
0.8639039
0 references
0.8628489
0 references
0.8621628
0 references
0.8616265
0 references
0 references
0.86108524
0 references
