Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463)
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scientific article; zbMATH DE number 7553402
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Game options with gradual exercise and cancellation under proportional transaction costs |
scientific article; zbMATH DE number 7553402 |
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Game options with gradual exercise and cancellation under proportional transaction costs (English)
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5 July 2022
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game options
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randomized stopping
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transaction costs
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optimal stopping
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0.8673325777053833
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0.8598589301109314
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0.8317797183990479
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0.8287739157676697
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