A note on the perpetual American straddle (Q5012014)
From MaRDI portal
scientific article; zbMATH DE number 7388410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the perpetual American straddle |
scientific article; zbMATH DE number 7388410 |
Statements
A note on the perpetual American straddle (English)
0 references
30 August 2021
0 references
derivative pricing
0 references
perpetual American options
0 references
American straddle
0 references
optimal stopping
0 references
Black-Scholes model
0 references
mathematical finance
0 references
