Effects of callable feature on early exercise policy (Q375328)
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scientific article; zbMATH DE number 6220889
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Effects of callable feature on early exercise policy |
scientific article; zbMATH DE number 6220889 |
Statements
Effects of callable feature on early exercise policy (English)
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29 October 2013
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American call
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callable feature
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optimal recall policies
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notice period
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0.8147793412208557
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0.7804218530654907
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0.7360292673110962
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