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PERPETUAL CANCELLABLE AMERICAN CALL OPTION - MaRDI portal

PERPETUAL CANCELLABLE AMERICAN CALL OPTION (Q4919614)

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scientific article; zbMATH DE number 6163070
Language Label Description Also known as
English
PERPETUAL CANCELLABLE AMERICAN CALL OPTION
scientific article; zbMATH DE number 6163070

    Statements

    title
    PERPETUAL CANCELLABLE AMERICAN CALL OPTION (English)
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    author
    Thomas Emmerling
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    publication date
    14 May 2013
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    zbMATH Keywords
    game options
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    Israeli options
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    cancellable call option
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    perpetual call option
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    Dynkin games
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    American-style derivatives
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    Identifiers

    zbMATH DE Number
    6163070
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    OpenAlex ID
    W2097643684
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    arXiv ID
    1009.3556
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