Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897)
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scientific article; zbMATH DE number 5701664
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| English | Analytical approximations for the critical stock prices of American options: a performance comparison |
scientific article; zbMATH DE number 5701664 |
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Analytical approximations for the critical stock prices of American options: a performance comparison (English)
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26 April 2010
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American option
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analytical approximation
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critical stock price
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0.8334972262382507
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0.8314018845558167
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0.8199920654296875
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0.8010817170143127
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0.7925171852111816
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