A note on the perpetual American straddle (Q5012014)
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scientific article; zbMATH DE number 7388410
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on the perpetual American straddle |
scientific article; zbMATH DE number 7388410 |
Statements
A note on the perpetual American straddle (English)
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30 August 2021
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derivative pricing
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perpetual American options
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American straddle
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optimal stopping
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Black-Scholes model
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mathematical finance
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0.84016097
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0.8340654
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0.8283772
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0.8258366
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0.82512784
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0.82495224
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0.8217505
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0.82112116
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