Entry and Exit Decision Problem with Implementation Delay (Q5504160)
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scientific article; zbMATH DE number 5495875
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Entry and Exit Decision Problem with Implementation Delay |
scientific article; zbMATH DE number 5495875 |
Statements
Entry and Exit Decision Problem with Implementation Delay (English)
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21 January 2009
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Brownian excursion
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implementation delay
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Parisian option
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optimal stopping
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Wald's identity
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0.89298475
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0.86947155
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0.83396834
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0.81859493
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0.8177328
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0.8160194
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0.8106227
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0.81001866
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