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MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS - MaRDI portal

MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS (Q4645333)

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scientific article; zbMATH DE number 6999643
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MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS
scientific article; zbMATH DE number 6999643

    Statements

    title
    MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS (English)
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    author
    Shi Qiu
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    Sovan Mitra
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    publication date
    10 January 2019
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    zbMATH Keywords
    American chooser options
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    American strangle options
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    change of variable
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    optimal stopping
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    free boundaries
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    Identifiers

    zbMATH DE Number
    6999643
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    OpenAlex ID
    W2952174407
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    Wikidata QID
    Q128813561
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