Path integration for real options (Q1664189)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Path integration for real options |
scientific article; zbMATH DE number 6924987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path integration for real options |
scientific article; zbMATH DE number 6924987 |
Statements
Path integration for real options (English)
0 references
24 August 2018
0 references
real option
0 references
path integration
0 references
Markov process
0 references
continuous state
0 references
European option
0 references
American option
0 references
0 references
0 references
