Effects of callable feature on early exercise policy (Q375328): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6220889 / rank | |||
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American call | |||
| Property / zbMATH Keywords: American call / rank | |||
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callable feature | |||
| Property / zbMATH Keywords: callable feature / rank | |||
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optimal recall policies | |||
| Property / zbMATH Keywords: optimal recall policies / rank | |||
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notice period | |||
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Revision as of 10:24, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of callable feature on early exercise policy |
scientific article |
Statements
Effects of callable feature on early exercise policy (English)
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29 October 2013
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American call
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callable feature
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optimal recall policies
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notice period
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