An exact and explicit solution for the valuation of American put options (Q5484647)
From MaRDI portal
scientific article; zbMATH DE number 5047896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exact and explicit solution for the valuation of American put options |
scientific article; zbMATH DE number 5047896 |
Statements
An exact and explicit solution for the valuation of American put options (English)
0 references
21 August 2006
0 references
American put options
0 references
series-expansion analytical solution
0 references
homotopy analysis method
0 references
