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Exercise boundary of American-style Asian option - MaRDI portal

Exercise boundary of American-style Asian option (Q2378896)

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Exercise boundary of American-style Asian option
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    title
    Exercise boundary of American-style Asian option (English)
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    publication date
    14 January 2009
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    zbMATH DE Number
    5491003
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    zbMATH Keywords
    option pricing
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    American-style Asian option
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    free boundary
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    variational inequality
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    author
    Fa-huai Yi
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    Ying-shan Chen
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    OpenAlex ID
    W2077703579
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