CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS (Q3502161)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS |
scientific article |
Statements
CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS (English)
0 references
22 May 2008
0 references
game options
0 references
Dynkin games
0 references
fluctuation theory
0 references
local time
0 references
