GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONS (Q3168856): Difference between revisions
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Revision as of 00:33, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONS |
scientific article |
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GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONS (English)
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27 April 2011
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perpetual American options
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Dupire's formula
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call-put duality
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calibration of volatility
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optimal stopping
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