A simple heuristic for valuing certain perpetual American-type securities (Q699352)
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scientific article; zbMATH DE number 1804142
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple heuristic for valuing certain perpetual American-type securities |
scientific article; zbMATH DE number 1804142 |
Statements
A simple heuristic for valuing certain perpetual American-type securities (English)
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24 September 2002
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perpetual options
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martingales
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Markov time
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