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Pricing Israeli options: a pathwise approach - MaRDI portal

Pricing Israeli options: a pathwise approach (Q3429336)

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Pricing Israeli options: a pathwise approach
scientific article

    Statements

    title
    Pricing Israeli options: a pathwise approach (English)
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    author
    Christoph Kühn
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    Andreas E. Kyprianou
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    Kees van Schaik
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    published in
    Stochastics
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    publication date
    30 March 2007
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    zbMATH Keywords
    Israeli options
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    convertible bonds
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    Dynkin games
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    hedging strategies
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    Monte Carlo simulation
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91A15
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    60G40
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    60G48
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    91G60
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    zbMATH DE Number
    5139342
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    OpenAlex ID
    W2011731512
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