A note on the never-early-exercise region of American power exchange options (Q1785486)
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: A note on the never-early-exercise region of American power exchange options |
scientific article; zbMATH DE number 6945451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the never-early-exercise region of American power exchange options |
scientific article; zbMATH DE number 6945451 |
Statements
A note on the never-early-exercise region of American power exchange options (English)
0 references
28 September 2018
0 references
American option
0 references
power exchange option
0 references
early exercise
0 references
never-early-exercise region
0 references
analytical upper bound
0 references
Geske-Johnson method
0 references
