Parameter estimation approach to the free boundary for the pricing of an American call option (Q2475863)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parameter estimation approach to the free boundary for the pricing of an American call option |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation approach to the free boundary for the pricing of an American call option |
scientific article |
Statements
Parameter estimation approach to the free boundary for the pricing of an American call option (English)
0 references
11 March 2008
0 references
American option
0 references
Black-Scholes equation
0 references
free boundary problem
0 references
optimal exercise curve
0 references
finite-element method
0 references
numerical result
0 references
0 references
