AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS (Q2939923)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS |
scientific article |
Statements
AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS (English)
0 references
23 January 2015
0 references
American options
0 references
transaction costs
0 references
mixed stopping times
0 references
superhedging
0 references
dual representation
0 references
0 references
0 references
