Forward indifference valuation of American options (Q3145087)
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scientific article; zbMATH DE number 6115687
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forward indifference valuation of American options |
scientific article; zbMATH DE number 6115687 |
Statements
Forward indifference valuation of American options (English)
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13 December 2012
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forward performance
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marginal forward performance price
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indifference pricing
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American options
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employee stock options
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stochastic control with optimal stopping
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0.7583532333374023
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0.7532158493995667
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0.7506799697875977
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0.7363234162330627
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