搜索结果: 1-1 共查到“数学 Exercise”相关记录1条 . 查询时间(0.065 秒)
Comparison of numerical and analytical approximations of the early exercise boundary of the American put option
option pricing American put option early exercise bound-ary limiting behavior close to expiry
2010/4/27
In this paper we present qualitative and quantitative comparison of various analytical and numerical approximation methods for calculating a position of the early exercise boundary of the American put...