Option on a unit-type closed-end investment fund (Q3564002)

From MaRDI portal





scientific article; zbMATH DE number 5715339
Language Label Description Also known as
default for all languages
No label defined
    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)
      0 references
      0 references
      2 June 2010
      0 references
      capital guaranteed fund
      0 references
      stochastic exit time control
      0 references
      fair option premium
      0 references
      dynamic programming principle
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references