THE BRITISH ASSET-OR-NOTHING PUT OPTION (Q5281721)
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scientific article; zbMATH DE number 6752340
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE BRITISH ASSET-OR-NOTHING PUT OPTION |
scientific article; zbMATH DE number 6752340 |
Statements
THE BRITISH ASSET-OR-NOTHING PUT OPTION (English)
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26 July 2017
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British asset-or-nothing put option
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American asset-or-nothing put option
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arbitrage-free price
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rational exercise boundary
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optimal stopping
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geometric Brownian motion
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parabolic free boundary problem
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