Optimal trading of stock options under alternative strategy (Q1206118): Difference between revisions
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
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Property / cites work: On the pricing of American options / rank | |||
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Revision as of 15:28, 17 May 2024
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English | Optimal trading of stock options under alternative strategy |
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Optimal trading of stock options under alternative strategy (English)
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1 April 1993
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American stock options
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optimal exercise policy
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portfolio management
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