Option on a unit-type closed-end investment fund (Q3564002)
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scientific article; zbMATH DE number 5715339
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option on a unit-type closed-end investment fund |
scientific article; zbMATH DE number 5715339 |
Statements
Option on a unit-type closed-end investment fund (English)
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2 June 2010
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capital guaranteed fund
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stochastic exit time control
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fair option premium
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dynamic programming principle
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0.7110198736190796
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0.7022837400436401
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0.701198935508728
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0.6906321048736572
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