A semilinear Black and Scholes partial differential equation for valuing American options
Year of publication: |
2003
|
---|---|
Authors: | Benth, Fred Espen ; Karlsen, Kenneth H. ; Reikvam, Kristin |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 7.2003, 3, p. 277-298
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading | Theorie | Theory |
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