The British call option (Q5746745)
From MaRDI portal
scientific article; zbMATH DE number 6256462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The British call option |
scientific article; zbMATH DE number 6256462 |
Statements
The British call option (English)
0 references
8 February 2014
0 references
British call option
0 references
European call option
0 references
American call option
0 references
arbitrage-free price
0 references
rational exercise boundary
0 references
British put-call symmetry
0 references
liquid/illiquid market
0 references
geometric Brownian motion
0 references
optimal stopping
0 references
parabolic free-boundary problem
0 references
nonlinear integral equation
0 references
local time-space calculus
0 references
non-monotone free boundary
0 references
