PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD (Q5190051)
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scientific article; zbMATH DE number 5681064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD |
scientific article; zbMATH DE number 5681064 |
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PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD (English)
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12 March 2010
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analytical formula
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critical stock price
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American option
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Black-Scholes equation
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perturbation method
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