Properties of game options (Q883071)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Properties of game options |
scientific article; zbMATH DE number 5159737
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Properties of game options |
scientific article; zbMATH DE number 5159737 |
Statements
Properties of game options (English)
0 references
31 May 2007
0 references
The author proposes an interesting study on an american option analysed as a game. The most relevant result obtained concerns the value of this perpetual game option in terms of excessive functions with a lot of examples in this direction. Some important results are obtained in the frame of the volatility connected to the general context.
0 references
optimal stopping games
0 references
excessive functions
0 references
volatility
0 references
price orderings
0 references
0.8306419253349304
0 references
0.7666095495223999
0 references
0.7639359831809998
0 references
