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Q4923699 - MaRDI portal

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scientific article; zbMATH DE number 6166151
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English
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scientific article; zbMATH DE number 6166151

    Statements

    author
    Nasir Rehman
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    Sultan Hussain
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    Malkhaz Shashiashvili
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    publication date
    24 May 2013
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    zbMATH Keywords
    foreign exchange option
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    optimal exercise boundary
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    value function
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    volatility
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G40
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    60G48
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    zbMATH DE Number
    6166151
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