The valuation of game option with random discounting (Q3072299)
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scientific article; zbMATH DE number 5847278
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| default for all languages | No label defined |
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| English | The valuation of game option with random discounting |
scientific article; zbMATH DE number 5847278 |
Statements
5 February 2011
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game option
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excessive function
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random discounting
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0.8015156984329224
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0.7909502387046814
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0.7764485478401184
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0.7710251808166504
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