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

@@ Property / author @@
-Shunji Osaki
@@ Property / author: Shunji Osaki / rank @@
-Normal rank
@@ Property / author @@
+Shunji Osaki
@@ Property / author: Shunji Osaki / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+The joint density of the maximum and its location for a Wiener process with drift
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0898-1221(92)90237-c
+Normal rank
@@ Property / OpenAlex ID @@
+W2092428451
@@ Property / OpenAlex ID: W2092428451 / rank @@
+Normal rank