The value of foresight (Q1679467)
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scientific article; zbMATH DE number 6804392
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The value of foresight |
scientific article; zbMATH DE number 6804392 |
Statements
The value of foresight (English)
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9 November 2017
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explicit stopping rules
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excursion processes
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insider trading
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Bermudan fixed-window lookback option
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Brownian motion
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0.6907300353050232
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0.6858388185501099
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0.6838663220405579
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0.6781532168388367
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