Optimal trading of stock options under alternative strategy (Q1206118): Difference between revisions

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+MaRDI publication profile
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Q4905685
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+Normal rank
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
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+Q4039796
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+Normal rank
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+The joint density of the maximum and its location for a Wiener process with drift
+Normal rank