Properties of American option prices (Q2485809)

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Properties of American option prices
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    Statements

    title
    Properties of American option prices (English)
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    author
    Erik Ekström
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    publication date
    5 August 2005
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    zbMATH Keywords
    Stochastic time change
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    Volatility
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    Optimal stopping
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    Options
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60G40
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    60J60
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    zbMATH DE Number
    2192547
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    OpenAlex ID
    W2026920583
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