PERPETUAL CANCELLABLE AMERICAN CALL OPTION (Q4919614): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: A class of solvable stopping games / rank
 
Normal rank
Property / cites work
 
Property / cites work: MINIMUM GUARANTEED PAYMENTS AND COSTLY CANCELLATION RIGHTS: A STOPPING GAME PERSPECTIVE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3150773 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5580119 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties of game options / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the value of optimal stopping games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stopping Games for Markov Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Game options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Game contingent claims in complete and incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some calculations for Israeli options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski / rank
 
Normal rank
Property / cites work
 
Property / cites work: A change-of-variable formula with local time on curves / rank
 
Normal rank

Latest revision as of 11:15, 6 July 2024

scientific article; zbMATH DE number 6163070
Language Label Description Also known as
English
PERPETUAL CANCELLABLE AMERICAN CALL OPTION
scientific article; zbMATH DE number 6163070

    Statements

    PERPETUAL CANCELLABLE AMERICAN CALL OPTION (English)
    0 references
    0 references
    14 May 2013
    0 references
    game options
    0 references
    Israeli options
    0 references
    cancellable call option
    0 references
    perpetual call option
    0 references
    Dynkin games
    0 references
    American-style derivatives
    0 references

    Identifiers