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American step options - MaRDI portal

American step options (Q2282524)

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scientific article
Language Label Description Also known as
English
American step options
scientific article

    Statements

    title
    American step options (English)
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    author
    Jérôme B. Detemple
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    Franck Moraux
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    publication date
    8 January 2020
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    zbMATH Keywords
    risk management
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    American options
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    step options
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    occupation time
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    multiple exercise boundaries
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    cites work
    Q4714465
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    Q5200620
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    Q5808624
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    Q4740131
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    Q5423895
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    Step Options
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    Q4905685
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    Q3378055
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G40
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    91G60
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    zbMATH DE Number
    7148585
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    OpenAlex ID
    W2972702818
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