GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONS (Q3168856): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:36, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONS |
scientific article |
Statements
GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONS (English)
0 references
27 April 2011
0 references
perpetual American options
0 references
Dupire's formula
0 references
call-put duality
0 references
calibration of volatility
0 references
optimal stopping
0 references
