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Analytical pricing of American options - MaRDI portal

Analytical pricing of American options (Q1937837)

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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

    title
    Analytical pricing of American options (English)
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    author
    Jun Cheng
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    Jin E. Zhang
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    publication date
    1 February 2013
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    zbMATH Keywords
    American options
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    optimal exercise boundary
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    homotopy analysis method
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    G13
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    cites work
    Q4889900
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    Q4115333
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    Identifiers

    zbMATH DE Number
    6133455
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    OpenAlex ID
    W1998706230
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