Pricing early exercise contracts in incomplete markets (Q2386628)
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scientific article; zbMATH DE number 2198877
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing early exercise contracts in incomplete markets |
scientific article; zbMATH DE number 2198877 |
Statements
Pricing early exercise contracts in incomplete markets (English)
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25 August 2005
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nontraded assets
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early exercise contracts
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utility maximization with discretionary stopping
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Hamilton-Jacobi-Bellman equations
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quasilinear variational inequalities
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nonlinear asset pricing
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0.7869520783424377
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0.7741059064865112
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0.7741058468818665
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