American strangle options with arbitrary strikes
Tsvetelin S. Zaevski
| Year of publication: |
2023
|
|---|---|
| Authors: | Zaevski, Tsvetelin S. |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 7, p. 880-903
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| Subject: | American strangle options | Crank-Nicolson method | optimal regions | pricing | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22419 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014293264