scientific article; zbMATH DE number 7296044

zbMath1463.91158MaRDI QIDQ5143847

Hanyan Lin, Yuan Yuan

Publication date: 14 January 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

American option pricingnonlinear integral equationfractional Black-Scholes model

Mathematics Subject Classification ID

Other nonlinear integral equations (45G10) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

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