THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS<sup>1</sup> (Q4372041)
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scientific article; zbMATH DE number 1106724
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS<sup>1</sup> |
scientific article; zbMATH DE number 1106724 |
Statements
THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS<sup>1</sup> (English)
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21 January 1998
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option pricing
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American option
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Riesz decomposition
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optimal stopping
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early exercise premium
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0.9313694
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0.8932253
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0.8690822
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0.8677405
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0.8630403
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0.8499342
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0.84371233
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