Options with combined reset rights on strike and maturity (Q956445)
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scientific article; zbMATH DE number 5373109
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| default for all languages | No label defined |
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| English | Options with combined reset rights on strike and maturity |
scientific article; zbMATH DE number 5373109 |
Statements
Options with combined reset rights on strike and maturity (English)
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25 November 2008
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strike reset
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maturity extension
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optimal stopping
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free boundary value problems
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0.8839458227157593
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0.8010420203208923
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0.763317883014679
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0.7493736147880554
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0.7484856247901917
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