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Publikováno v:
The Journal of Computational Finance.
In this paper we analyze a nonlinear generalization of the Black-Scholes equation for pricing American style call option in which the volatility may depend on the underlying asset price and the Gamma of the option. We propose a novel method of pricin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::96b63f9fc47c331ce700d0fddcd46225
https://doi.org/10.21314/jcf.2020.379
https://doi.org/10.21314/jcf.2020.379
