Timeline for analytic formula for the value of an American put option
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 15, 2015 at 10:12 | comment | added | SmallChess | Interesting. What's the real benefit of it practically? The computational complexity seems too much.... | |
| Jul 15, 2015 at 9:39 | history | answered | Mark Joshi | CC BY-SA 3.0 |