Analytical pricing of American options
type: Item
instance of: scholarly article
title: Analytical pricing of American options
zbMATH Open document ID: 1256.91052
author: Jun Cheng
author: Jin E. Zhang
published in: Review of Derivatives Research
publication date: 2013-02-01T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6133455
zbMATH Keywords: American options
zbMATH Keywords: optimal exercise boundary
zbMATH Keywords: homotopy analysis method
zbMATH Keywords: G13
MaRDI profile type: Publication
full work available at URL: s11147-011-9073-6
OpenAlex ID: W1998706230
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DOI: 10.1007/S11147-011-9073-6
description: scientific article; zbMATH DE number 6133455