Sensitivity analysis of the early exercise boundary for American style of Asian option (Q2896264)
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: Sensitivity analysis of the early exercise boundary for American style of Asian option |
scientific article; zbMATH DE number 6056063
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis of the early exercise boundary for American style of Asian option |
scientific article; zbMATH DE number 6056063 |
Statements
16 July 2012
0 references
option pricing
0 references
American-style Asian options
0 references
early exercise boundary
0 references
fixed domain transformation
0 references
Sensitivity analysis of the early exercise boundary for American style of Asian option (English)
0 references
