The implication of missing the optimal-exercise time of an American option (Q319234)
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scientific article; zbMATH DE number 6633468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The implication of missing the optimal-exercise time of an American option |
scientific article; zbMATH DE number 6633468 |
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The implication of missing the optimal-exercise time of an American option (English)
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6 October 2016
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finance
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American options
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delaying exercise
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suboptimal exercise policy
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free boundary problem
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