Portfolios of American options under general preferences: results and counterexamples (Q2875728)
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scientific article; zbMATH DE number 6328577
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| default for all languages | No label defined |
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| English | Portfolios of American options under general preferences: results and counterexamples |
scientific article; zbMATH DE number 6328577 |
Statements
11 August 2014
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American options
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utility indifference pricing
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employee stock options
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Portfolios of American options under general preferences: results and counterexamples (English)
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0.7746680378913879
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0.7715553045272827
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0.7711308002471924
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0.7658265829086304
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0.7610853314399719
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