Effects of callable feature on early exercise policy

DOI10.1023/A:1009694326816MaRDI QIDQ375328zbMATHOpenAlexFDO

Authors Yue Kuen Kwok, Lixin Wu

Publication date 29 October 2013

Published in Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009694326816

zbMATH Keywords

American callcallable featurenotice periodoptimal recall policies

Mathematics Subject Classification ID

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

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