Time consistent pricing of options with embedded decisions (Q2180301)
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scientific article; zbMATH DE number 7200427
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Time consistent pricing of options with embedded decisions |
scientific article; zbMATH DE number 7200427 |
Statements
Time consistent pricing of options with embedded decisions (English)
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13 May 2020
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derivatives pricing
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embedded decisions
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acceptance sets
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time consistency
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early exercise
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0.7457508444786072
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0.7308444976806641
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0.7272984981536865
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0.7191935181617737
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