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American Strangle Options - MaRDI portal

American Strangle Options (Q5149268)

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scientific article; zbMATH DE number 7307494
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English
American Strangle Options
scientific article; zbMATH DE number 7307494

    Statements

    title
    American Strangle Options (English)
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    author
    Shi Qiu
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    publication date
    8 February 2021
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    zbMATH Keywords
    American strangle option
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    continuous dividend yield
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    change-of-variable formula on curves
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    optimal stopping
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    double free-boundaries
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    greeks analysis
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    Identifiers

    zbMATH DE Number
    7307494
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    OpenAlex ID
    W3094393657
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