American options under periodic exercise opportunities (Q1650302)
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scientific article; zbMATH DE number 6898156
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | American options under periodic exercise opportunities |
scientific article; zbMATH DE number 6898156 |
Statements
American options under periodic exercise opportunities (English)
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3 July 2018
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American options
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optimal stopping
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Lévy processes
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periodic exercise opportunities
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0.8412045240402222
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0.8262959718704224
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0.8169658780097961
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0.8140210509300232
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0.8124446868896484
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