Valuation of American strangles through an optimized lower-upper bound approach (Q1655917)
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scientific article; zbMATH DE number 6915803
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of American strangles through an optimized lower-upper bound approach |
scientific article; zbMATH DE number 6915803 |
Statements
Valuation of American strangles through an optimized lower-upper bound approach (English)
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10 August 2018
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option pricing
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American strangle
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lower and upper bounds
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early exercise boundaries
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optimization
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