Properties of American option prices (Q2485809): Difference between revisions
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| Property / DOI: 10.1016/j.spa.2004.05.002 / rank | |||
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| Property / DOI: 10.1016/J.SPA.2004.05.002 / rank | |||
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Latest revision as of 23:00, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of American option prices |
scientific article |
Statements
Properties of American option prices (English)
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5 August 2005
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Stochastic time change
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Volatility
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Optimal stopping
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Options
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