PERPETUAL CANCELLABLE AMERICAN CALL OPTION (Q4919614)

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scientific article; zbMATH DE number 6163070
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PERPETUAL CANCELLABLE AMERICAN CALL OPTION
scientific article; zbMATH DE number 6163070

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    PERPETUAL CANCELLABLE AMERICAN CALL OPTION (English)
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    14 May 2013
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    game options
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    Israeli options
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    cancellable call option
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    perpetual call option
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    Dynkin games
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    American-style derivatives
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