A note on the nonlinear Volterra integral equation for the early exercise boundary (Q2021449)
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scientific article; zbMATH DE number 7339615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the nonlinear Volterra integral equation for the early exercise boundary |
scientific article; zbMATH DE number 7339615 |
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A note on the nonlinear Volterra integral equation for the early exercise boundary (English)
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27 April 2021
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nonlinear Volterra integral equation
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local volatility function
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Black-Scholes model
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stock price
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0.8918276
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