A Bridge between American and European Options: The “Ameripean” Delayed-Exercise Model (Q5388692)
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scientific article; zbMATH DE number 6025788
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bridge between American and European Options: The “Ameripean” Delayed-Exercise Model |
scientific article; zbMATH DE number 6025788 |
Statements
A Bridge between American and European Options: The “Ameripean” Delayed-Exercise Model (English)
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19 April 2012
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delayed exercise
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option-pricing theory
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ParAsian options
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American options
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European options
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Black-Scholes equation
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