Valuation of American continuous-installment put options (Q5195690)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Valuation of American continuous-installment put options |
scientific article; zbMATH DE number 7112640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of American continuous-installment put options |
scientific article; zbMATH DE number 7112640 |
Statements
2 October 2019
0 references
installment option
0 references
American put option
0 references
option pricing
0 references
free boundary
0 references
Valuation of American continuous-installment put options (English)
0 references
0.9779655
0 references
0.94807315
0 references
0.92789894
0 references
0.92206156
0 references
0.9170227
0 references
0.9152825
0 references
0.89360154
0 references
