Valuation of American continuous-installment put options
type: Item
instance of: scholarly article
zbMATH Open document ID: 1438.91149
author: Yuanjun Cen
publication date: 2019-10-02T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 35Q92
zbMATH DE Number: 7112640
zbMATH Keywords: installment option
zbMATH Keywords: American put option
zbMATH Keywords: option pricing
zbMATH Keywords: free boundary
MaRDI profile type: MaRDI publication profile
full work available at URL: j.issn.1000-5641.2019.03.004
OpenAlex ID: W3003765157
title: Valuation of American continuous-installment put options
DOI: 10.3969/J.ISSN.1000-5641.2019.03.004
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description: scientific article; zbMATH DE number 7112640