A simple heuristic for valuing certain perpetual American-type securities (Q699352): Difference between revisions
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| Property / cites work: Some mathematical results in the pricing of American options / rank | |||
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| Property / cites work: The pricing of the American option / rank | |||
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| Property / cites work: Q4076577 / rank | |||
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| Property / cites work: Q3811988 / rank | |||
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| Property / cites work: Q4224236 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0895-7177(98)00078-8 / rank | |||
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| Property / OpenAlex ID: W1987561083 / rank | |||
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Latest revision as of 08:48, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple heuristic for valuing certain perpetual American-type securities |
scientific article |
Statements
A simple heuristic for valuing certain perpetual American-type securities (English)
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24 September 2002
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perpetual options
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martingales
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Markov time
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