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Pricing the American options: a closed-form, simple formula - MaRDI portal

Pricing the American options: a closed-form, simple formula (Q2140741)

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scientific article
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English
Pricing the American options: a closed-form, simple formula
scientific article

    Statements

    title
    Pricing the American options: a closed-form, simple formula (English)
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    author
    Moawia Alghalith
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    published in
    Physica A
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    publication date
    23 May 2022
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    zbMATH Keywords
    American option pricing
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    upper bound
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    closed-form formula
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    generalized Black-Scholes PDE
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    35Q91
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    60G40
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    zbMATH DE Number
    7530529
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    OpenAlex ID
    W2995630610
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    Wikidata QID
    Q126523697
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