The valuation of permanent American options in the presence of event risk (Q5481308)
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scientific article; zbMATH DE number 5044660
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| default for all languages | No label defined |
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| English | The valuation of permanent American options in the presence of event risk |
scientific article; zbMATH DE number 5044660 |
Statements
9 August 2006
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permanent American options
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optimal stopping time
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event risk
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game options
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0.9049422144889832
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0.7989044785499573
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0.7702704668045044
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0.7673068642616272
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