Analytical pricing of American options
Year of publication: |
2012
|
---|---|
Authors: | Cheng, Jun ; Zhang, Jin E. |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 15.2012, 2, p. 157-192
|
Subject: | American options | Optimal exercise boundary | Homotopy analysis method | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
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