A Call-Put Duality for Perpetual American Options (Q6478486)

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scientific article; zbMATH DE number 900396538
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A Call-Put Duality for Perpetual American Options
scientific article; zbMATH DE number 900396538

    Statements

    publication date
    21 December 2006
    0 references
    arXiv ID
    math/0612648
    0 references
    arXiv classification
    math.PR
    0 references
    q-fin.PR
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    author
    Aurélien Alfonsi
    0 references
    Benjamin Jourdain
    0 references
     
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