A simple heuristic for valuing certain perpetual American-type securities (Q699352): Difference between revisions

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Revision as of 15:19, 21 February 2024

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A simple heuristic for valuing certain perpetual American-type securities
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    A simple heuristic for valuing certain perpetual American-type securities (English)
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    24 September 2002
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    perpetual options
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    martingales
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    Markov time
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