American perpetual options with random start (Q2211060)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | American perpetual options with random start |
scientific article |
Statements
American perpetual options with random start (English)
0 references
10 November 2020
0 references
optimal stopping
0 references
American options
0 references
perpetual options
0 references
real options
0 references
0 references