American continuous-installment options: valuation and premium decomposition (Q3575175)
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scientific article; zbMATH DE number 5731575
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | American continuous-installment options: valuation and premium decomposition |
scientific article; zbMATH DE number 5731575 |
Statements
American Continuous-Installment Options: Valuation and Premium Decomposition (English)
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7 July 2010
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continuous installments
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American options
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perpetual options
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exercise and stopping regions
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Laplace transforms
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premium decomposition
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0.9313748478889464
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0.9176949858665466
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0.879973292350769
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0.8753923177719116
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0.8680641055107117
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