Power approximation for pricing American options

DOI10.1111/ITOR.13540MaRDI QIDQ6946961zbMATH OpenFDO

Authors Noura El Hassan, Bacel Maddah

Publication date 5 August 2025

Published in International Transactions in Operational Research (Search for Journal in Brave)

zbMATH Keywords

American optionspower approximationderivatives

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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