On the pricing of American options
type: Item
instance of: scholarly article
title: On the pricing of American options
zbMATH Open document ID: 0699.90010
DOI: 10.1007/BF01448358
author: Ioannis Karatzas
published in: Applied Mathematics and Optimization
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 90C40
zbMATH DE Number: 4147802
zbMATH Keywords: valuation for contingent claims
zbMATH Keywords: American options
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4147802