Boundary evolution equations for American options (Q2875727)
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: Boundary evolution equations for American options |
scientific article; zbMATH DE number 6328576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundary evolution equations for American options |
scientific article; zbMATH DE number 6328576 |
Statements
11 August 2014
0 references
optimal stopping
0 references
American options
0 references
stochastic volatility
0 references
early exercise boundary
0 references
free-boundary problem
0 references
dynamic grid
0 references
0 references
0 references
0 references
0.89798856
0 references
0.8967751
0 references
0.8898262
0 references
0.88860315
0 references
0.8847816
0 references
0.87708676
0 references
0.87550277
0 references
Boundary evolution equations for American options (English)
0 references
