Open AccessAmerican type geometric step options
Author(s) -
Xiaoyu Xing,
Hailiang Yang
Publication year - 2013
Publication title -
journal of industrial and management optimization
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2013.9.549
Subject(s) - asian option , variational inequality , call option , put option , type (biology) , mathematics , asset (computer security) , valuation of options , mathematical economics , expiration , finite difference method , mathematical optimization , economics , computer science , actuarial science , mathematical analysis , econometrics , medicine , ecology , computer security , respiratory system , biology