Further calculations for Israeli options (Q4659573): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:57, 7 February 2024
scientific article; zbMATH DE number 2147917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further calculations for Israeli options |
scientific article; zbMATH DE number 2147917 |
Statements
Further calculations for Israeli options (English)
0 references
21 March 2005
0 references
stochastic games
0 references
option pricing
0 references
free boundary value problem
0 references
integral options
0 references
Israeli options
0 references
local time
0 references
