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Optimal Timing to Purchase Options - MaRDI portal

Optimal Timing to Purchase Options (Q5388685)

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scientific article; zbMATH DE number 6025782
Language Label Description Also known as
English
Optimal Timing to Purchase Options
scientific article; zbMATH DE number 6025782

    Statements

    title
    Optimal Timing to Purchase Options (English)
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    author
    Tim Leung
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    Michael Ludkovski
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    publication date
    19 April 2012
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    zbMATH Keywords
    price discrepancy
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    optimal stopping
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    delayed purchase premium
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    risk premia
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    Identifiers

    DOI
    10.1137/100809386
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    Mathematics Subject Classification ID
    91G20
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    91G80
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    60G40
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    zbMATH DE Number
    6025782
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    OpenAlex ID
    W3104442264
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    arXiv ID
    1008.3650
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