The British call option (Q5746745): Difference between revisions
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS / rank | |||
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| Property / cites work: The trap of complacency in predicting the maximum / rank | |||
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| Property / cites work: Optimal Stopping and the American Put / rank | |||
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| Property / cites work: A change-of-variable formula with local time on curves / rank | |||
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| Property / cites work: ON THE AMERICAN OPTION PROBLEM / rank | |||
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| Property / cites work: The British Put Option / rank | |||
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| Property / cites work: Q3378055 / rank | |||
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Latest revision as of 08:54, 7 July 2024
scientific article; zbMATH DE number 6256462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The British call option |
scientific article; zbMATH DE number 6256462 |
Statements
The British call option (English)
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8 February 2014
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British call option
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European call option
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American call option
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arbitrage-free price
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rational exercise boundary
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British put-call symmetry
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liquid/illiquid market
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geometric Brownian motion
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optimal stopping
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parabolic free-boundary problem
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nonlinear integral equation
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local time-space calculus
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non-monotone free boundary
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