Pricing American Put Options Using Malliavin Calculus with Optimal Localization Function (Q5068223)
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scientific article; zbMATH DE number 7503616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American Put Options Using Malliavin Calculus with Optimal Localization Function |
scientific article; zbMATH DE number 7503616 |
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Pricing American Put Options Using Malliavin Calculus with Optimal Localization Function (English)
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5 April 2022
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Malliavin calculus
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localization function
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\( J \)-process
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American option pricing
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