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CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS - MaRDI portal

CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575)

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scientific article; zbMATH DE number 1876920
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English
CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS
scientific article; zbMATH DE number 1876920

    Statements

    title
    CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (English)
    0 references
    DOI
    10.1081/SAP-120006104
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    author
    Anna Battauz
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    publication date
    5 May 2003
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    zbMATH DE Number
    1876920
    0 references
    zbMATH Keywords
    change of numeraire
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    American option
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    variational inequalities
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    OpenAlex ID
    W2048967048
    0 references
     
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