Number of the records: 1

Valuation of American Call Option Considering Uncertain Volatility

SYSNO	0359287
Title	Valuation of American Call Option Considering Uncertain Volatility
Author(s)	Hlaváček, Ivan (MU-W)_{RID, SAI}
Source Title	Advances in Applied Mathematics and Mechanics. Roč. 2, č. 2 (2010), s. 211-221
Document Type	Článek v odborném periodiku
Grant	IAA100190803 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR), CZ - Czech Republic
CEZ	AV0Z10190503 - MU-W (2005-2011)
Language	eng
Country	CN
Keywords	American options * parabolic variational inequality * uncertain parameter
URL	http://www.global-sci.org/aamm/readabs.php?vol=2&no=2&doc=211&year=2010&ppage=221
Permanent Link	http://hdl.handle.net/11104/0197098

Number of the records: 1