Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595)
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: Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation |
scientific article; zbMATH DE number 6043665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation |
scientific article; zbMATH DE number 6043665 |
Statements
Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (English)
0 references
8 June 2012
0 references
option pricing
0 references
American-style Asian options
0 references
early exercise boundary
0 references
limiting behaviour close to expiry
0 references
0.90872055
0 references
0.90691423
0 references
0.89043134
0 references
0.8900897
0 references
0.87759286
0 references
0.87646884
0 references
0.8738785
0 references
