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Calculation of the cost of one American-type option - MaRDI portal

Calculation of the cost of one American-type option

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Publication:4891270

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DOI10.1070/RM1995V050N06ABEH002692zbMath0879.90052MaRDI QIDQ4891270

S. N. Volkov

Publication date: 1995

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

dynamic, stochastic market put and call option

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)

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