On the pricing of American options (Q913622)

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scientific article
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English
On the pricing of American options
scientific article

    Statements

    title
    On the pricing of American options (English)
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    author
    Ioannis Karatzas
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    publication date
    1988
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    zbMATH Keywords
    valuation for contingent claims
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    American options
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    Identifiers

    DOI
    10.1007/BF01448358
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    Mathematics Subject Classification ID
    91G30
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    91G10
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    60G40
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    90C40
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    zbMATH DE Number
    4147802
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