scientific article

zbMath1212.91105MaRDI QIDQ3054654

Qihong Chen, Jizhou Zhang, Peidong Guo

Publication date: 5 November 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

American optionpricing formulacallable featuregame optionoptimal exercise strategy

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)