Asymptotic Analysis of Shout Options Close to Expiry. (17th February 2014)
- Record Type:
- Journal Article
- Title:
- Asymptotic Analysis of Shout Options Close to Expiry. (17th February 2014)
- Main Title:
- Asymptotic Analysis of Shout Options Close to Expiry
- Authors:
- Alobaidi, G.
Mallier, R. - Other Names:
- Roy R. V. Academic Editor.
Skubalska-Rafajlowicz E. Academic Editor. - Abstract:
- Abstract : We use an asymptotic expansion to study the behavior of shout options close to expiry. Series solutions are obtained for the location of the free boundary and the price of the option in that limit.
- Is Part Of:
- ISRN applied mathematics. Volume 2014(2014)
- Journal:
- ISRN applied mathematics
- Issue:
- Volume 2014(2014)
- Issue Display:
- Volume 2014, Issue 2014 (2014)
- Year:
- 2014
- Volume:
- 2014
- Issue:
- 2014
- Issue Sort Value:
- 2014-2014-2014-0000
- Page Start:
- Page End:
- Publication Date:
- 2014-02-17
- Subjects:
- Mathematics -- Periodicals
Mathematics
Periodicals
Electronic journals
510 - Journal URLs:
- https://www.hindawi.com/journals/isrn/contents/isrn.applied.mathematics/ ↗
- DOI:
- 10.1155/2014/920385 ↗
- Languages:
- English
- ISSNs:
- 2090-5564
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 23559.xml