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Portfolios of American options under general preferences: results and counterexamples - MaRDI portal

Portfolios of American options under general preferences: results and counterexamples (Q2875728)

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scientific article; zbMATH DE number 6328577
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English
Portfolios of American options under general preferences: results and counterexamples
scientific article; zbMATH DE number 6328577

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    11 August 2014
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    American options
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    utility indifference pricing
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    employee stock options
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    Portfolios of American options under general preferences: results and counterexamples (English)
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