KFU. Card publication. Three new weak formulations of the problem of American call options valuation

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FEDERAL UNIVERSITY

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THREE NEW WEAK FORMULATIONS OF THE PROBLEM OF AMERICAN CALL OPTIONS VALUATION

Form of presentation

Articles in international journals and collections

Year of publication

2019

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Authors, employees of KFU

Dautov Rafail Zamilovich, author

Bibliographic description in the original language

Dautov R.Z, Lapin A.V., Three new weak formulations of the problem of American call options valuation//Journal of Physics: Conference Series. - 2019. - Vol.1158, Is.2. - Art. ¹ 022033.

Keywords

American call option

The name of the journal

Journal of Physics: Conference Series

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-85063808920&doi=10.1088%2f1742-6596%2f1158%2f2%2f022033&partnerID=40&md5=a410476db4fcb83ffc5060ce6c153570

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=200603&p_lang=2

Full metadata record

Field DC	Value	Language
dc.contributor.author	Dautov Rafail Zamilovich	ru_RU
dc.date.accessioned	2019-01-01T00:00:00Z	ru_RU
dc.date.available	2019-01-01T00:00:00Z	ru_RU
dc.date.issued	2019	ru_RU
dc.identifier.citation	Dautov R.Z, Lapin A.V., Three new weak formulations of the problem of American call options valuation//Journal of Physics: Conference Series. - 2019. - Vol.1158, Is.2. - Art. ¹ 022033.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=200603&p_lang=2	ru_RU
dc.description.abstract	Journal of Physics: Conference Series	ru_RU
dc.language.iso	ru	ru_RU
dc.subject		ru_RU
dc.title	Three new weak formulations of the problem of American call options valuation	ru_RU
dc.type	Articles in international journals and collections	ru_RU