American option valuation using first-passage densities (Q2871435): 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/10.1080/14697688.2013.794387 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1971484716 / rank | |||
Normal rank | |||
Revision as of 19:44, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option valuation using first-passage densities |
scientific article |
Statements
American option valuation using first-passage densities (English)
0 references
23 January 2014
0 references
American options pricing
0 references
early exercise premium
0 references
real options
0 references
