American options under periodic exercise opportunities (Q1650302)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American options under periodic exercise opportunities |
scientific article |
Statements
American options under periodic exercise opportunities (English)
0 references
3 July 2018
0 references
American options
0 references
optimal stopping
0 references
Lévy processes
0 references
periodic exercise opportunities
0 references
0 references
0 references
0 references
