Perpetual game options with a multiplied penalty (Q2204529)
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scientific article; zbMATH DE number 7261662
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Perpetual game options with a multiplied penalty |
scientific article; zbMATH DE number 7261662 |
Statements
Perpetual game options with a multiplied penalty (English)
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15 October 2020
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game options
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Israeli options
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American options
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exercise regions
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optimal boundaries
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0.824010968208313
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0.8216888308525085
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0.8109402060508728
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0.7846490740776062
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