A SURVEY ON AMERICAN OPTIONS: OLD APPROACHES AND NEW TRENDS (Q5199398)
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scientific article; zbMATH DE number 5938433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A SURVEY ON AMERICAN OPTIONS: OLD APPROACHES AND NEW TRENDS |
scientific article; zbMATH DE number 5938433 |
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A SURVEY ON AMERICAN OPTIONS: OLD APPROACHES AND NEW TRENDS (English)
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16 August 2011
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American option
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American put
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optimal exercise boundary
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free boundary problem
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Monte Carlo methods
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