Analytical pricing of American options (Q1937837)
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: Analytical pricing of American options |
scientific article; zbMATH DE number 6133455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical pricing of American options |
scientific article; zbMATH DE number 6133455 |
Statements
Analytical pricing of American options (English)
0 references
1 February 2013
0 references
American options
0 references
optimal exercise boundary
0 references
homotopy analysis method
0 references
G13
0 references
0 references
0 references
0 references
0 references
0 references
