A simple heuristic for valuing certain perpetual American-type securities (Q699352)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple heuristic for valuing certain perpetual American-type securities |
scientific article |
Statements
A simple heuristic for valuing certain perpetual American-type securities (English)
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24 September 2002
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perpetual options
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martingales
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Markov time
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