Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model (Q5250037)
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scientific article; zbMATH DE number 6435980
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model |
scientific article; zbMATH DE number 6435980 |
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Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model (English)
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15 May 2015
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volatility option
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early exercise boundary
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American options
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