\(\pi \) options (Q981010)
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scientific article; zbMATH DE number 5732041
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|---|---|---|---|
| default for all languages | No label defined |
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| English | \(\pi \) options |
scientific article; zbMATH DE number 5732041 |
Statements
\(\pi \) options (English)
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8 July 2010
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American-type call option
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optimal stopping
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running maximum process
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variational inequality
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two dimensional free-boundary problem
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separatrix
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0.8149124383926392
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0.8049378395080566
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0.8043758273124695
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0.8035269379615784
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0.8022009134292603
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