On the pricing of American options (Q913622)
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: On the pricing of American options |
scientific article; zbMATH DE number 4147802
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the pricing of American options |
scientific article; zbMATH DE number 4147802 |
Statements
On the pricing of American options (English)
0 references
1988
0 references
valuation for contingent claims
0 references
American options
0 references
0.8702653050422668
0 references
0.8613857626914978
0 references
0.8387668132781982
0 references
0.8355732560157776
0 references