An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890)
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scientific article; zbMATH DE number 7472435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved Barone-Adesi Whaley formula for turbulent markets |
scientific article; zbMATH DE number 7472435 |
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An improved Barone-Adesi Whaley formula for turbulent markets (English)
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11 February 2022
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American option
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optimal stopping
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Monte Carlo simulation
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free boundary problem
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