Open AccessThe quadratic equation in the parameter estimation of the riskless probability and the american options pricing through stochastic dynamic programming
Author(s) -
José Antonio Climent Hernández
Publication year - 2014
Publication title -
estocástica finanzas y riesgo
Language(s) - English
Resource type - Journals
eISSN - 2007-5383
pISSN - 2007-5375
DOI - 10.24275/uam/azc/dcsh/efr/2014v4n2/climent
Subject(s) - warrant , black–scholes model , econometrics , valuation of options , quadratic equation , mathematical economics , convergence (economics) , exotic option , economics , mathematical finance , actuarial science , mathematics , financial economics , volatility (finance) , geometry , economic growth
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