American perpetual options with random start (Q2211060)
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scientific article; zbMATH DE number 7272291
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | American perpetual options with random start |
scientific article; zbMATH DE number 7272291 |
Statements
American perpetual options with random start (English)
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10 November 2020
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optimal stopping
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American options
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perpetual options
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real options
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0.8056858777999878
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0.8016939163208008
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0.7939850687980652
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0.7929795384407043
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0.7884686589241028
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