Are American options European after all? (Q2134285)

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Are American options European after all?
scientific article

    Statements

    title
    Are American options European after all? (English)
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    author
    Yanyan Li
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    publication date
    6 May 2022
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    zbMATH Keywords
    cheapest dominating European option
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    duality
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    embedded American option
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    free boundary problem
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    optimal stopping
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    representable American option
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    Identifiers

    DOI
    10.1214/21-AAP1698
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    zbMATH DE Number
    7522864
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    arXiv ID
    2002.05571
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    OpenAlex ID
    W3121680915
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