Valuation of European continuous-installment options (Q660913)
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scientific article; zbMATH DE number 6003434
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of European continuous-installment options |
scientific article; zbMATH DE number 6003434 |
Statements
Valuation of European continuous-installment options (English)
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5 February 2012
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installment option
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free boundary problem
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integral representation method
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0.94767326
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0.9387996
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0.92976123
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0.92206156
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0.9150325
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0.9020067
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