Forward indifference valuation of American options (Q3145087): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward indifference valuation of American options |
scientific article |
Statements
Forward indifference valuation of American options (English)
0 references
13 December 2012
0 references
forward performance
0 references
marginal forward performance price
0 references
indifference pricing
0 references
American options
0 references
employee stock options
0 references
stochastic control with optimal stopping
0 references
