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American perpetual options with random start - MaRDI portal

American perpetual options with random start (Q2211060)

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scientific article
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English
American perpetual options with random start
scientific article

    Statements

    title
    American perpetual options with random start (English)
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    author
    F. Armerin
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    publication date
    10 November 2020
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    zbMATH Keywords
    optimal stopping
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    American options
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    perpetual options
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    real options
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G40
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    91G50
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    zbMATH DE Number
    7272291
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    OpenAlex ID
    W2966233980
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