Finite maturity caps and floors on continuous flows (Q1029997): Difference between revisions
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| Property / cites work: Optimal Switching in an Economic Activity under Uncertainty / rank | |||
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| Property / cites work: Investment and the Valuation of Firms When There is an Option to Shut Down / rank | |||
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Latest revision as of 18:27, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite maturity caps and floors on continuous flows |
scientific article |
Statements
Finite maturity caps and floors on continuous flows (English)
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1 July 2009
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finite maturity
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caps and floors
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continuous flows
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time integral of options
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implied volatilities
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