PERPETUAL CANCELLABLE AMERICAN CALL OPTION (Q4919614)
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scientific article; zbMATH DE number 6163070
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | PERPETUAL CANCELLABLE AMERICAN CALL OPTION |
scientific article; zbMATH DE number 6163070 |
Statements
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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0.94359785
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0.8439019
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0.84196997
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0.8299449
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0.8091091
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0.8084406
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