The valuation of American passport options: a viscosity solution approach (Q1730402): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10957-018-1411-5 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2897088789 / rank | |||
Normal rank |
Revision as of 20:18, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The valuation of American passport options: a viscosity solution approach |
scientific article |
Statements
The valuation of American passport options: a viscosity solution approach (English)
0 references
6 March 2019
0 references
American passport option
0 references
viscosity solution
0 references
uniqueness
0 references
convexity-preserving property
0 references
optimal exercise boundary
0 references