A closed-form solution to American options under general diffusion processes (Q2869962)
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: A closed-form solution to American options under general diffusion processes |
scientific article; zbMATH DE number 6247149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form solution to American options under general diffusion processes |
scientific article; zbMATH DE number 6247149 |
Statements
A closed-form solution to American options under general diffusion processes (English)
0 references
17 January 2014
0 references
American option
0 references
general diffusion process
0 references
generalized homotopy analysis method
0 references
Padé technique
0 references
0 references
