A semilinear Black and Scholes partial differential equation for valuing American options
Fred E. Benth; Kenneth H. Karlsen; Kristin Reikvam
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001771698