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Black-Scholes like closed form formulas and numerical solutions for American style options - MaRDI portal

Black-Scholes like closed form formulas and numerical solutions for American style options (Q2136812)

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Black-Scholes like closed form formulas and numerical solutions for American style options
scientific article

    Statements

    title
    Black-Scholes like closed form formulas and numerical solutions for American style options (English)
    0 references
    author
    Fredrick Michael
    0 references
    published in
    Physica A
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    publication date
    12 May 2022
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    Identifiers

    zbMATH DE Number
    7526361
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    OpenAlex ID
    W3015434960
    0 references
     
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