Optimal liquidation of a call spread (Q3578685)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal liquidation of a call spread |
scientific article |
Statements
Optimal liquidation of a call spread (English)
0 references
20 July 2010
0 references
optimal stopping
0 references
call spread
0 references
Bachelier model
0 references
