Valuing American options under the CEV model by Laplace-Carson transforms (Q613360)
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scientific article; zbMATH DE number 5828184
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing American options under the CEV model by Laplace-Carson transforms |
scientific article; zbMATH DE number 5828184 |
Statements
Valuing American options under the CEV model by Laplace-Carson transforms (English)
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20 December 2010
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American option
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optimal early exercise boundary
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Laplace-Carson transforms
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constant elasticity of variance model
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0.9206611
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0.90138507
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0.8941262
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0.8930824
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0.8865458
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0.8858186
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0.8855599
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