The Value of a Two-Sided Real Swaption (Q5882283): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q4931757 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4399897 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3678248 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Mathematical models of financial derivatives / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Real option model of dynamic growth processes with consumption / rank | |||
Normal rank | |||
Latest revision as of 16:37, 31 July 2024
scientific article; zbMATH DE number 7663360
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Value of a Two-Sided Real Swaption |
scientific article; zbMATH DE number 7663360 |
Statements
The Value of a Two-Sided Real Swaption (English)
0 references
15 March 2023
0 references
real option
0 references
swaption
0 references
two-sided matching
0 references
optimal exercise boundary
0 references
