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The British call option - MaRDI portal

The British call option (Q5746745)

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scientific article; zbMATH DE number 6256462
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English
The British call option
scientific article; zbMATH DE number 6256462

    Statements

    title
    The British call option (English)
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    author
    Goran Peskir
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    Farman Samee
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    publication date
    8 February 2014
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    zbMATH Keywords
    British call option
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    European call option
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    American call option
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    arbitrage-free price
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    rational exercise boundary
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    British put-call symmetry
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    liquid/illiquid market
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    geometric Brownian motion
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    optimal stopping
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    parabolic free-boundary problem
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    nonlinear integral equation
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    local time-space calculus
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    non-monotone free boundary
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    Identifiers

    zbMATH DE Number
    6256462
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    OpenAlex ID
    W2137299907
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