SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116)
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scientific article; zbMATH DE number 6850646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS |
scientific article; zbMATH DE number 6850646 |
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SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (English)
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15 March 2018
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American option price
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optimal stopping
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dual approach
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free boundary problem
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polynomial bounds
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