Valuation of a nonexpiring American option on the maximum of a risky and a riskless asset (Q763508)
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scientific article; zbMATH DE number 6013714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of a nonexpiring American option on the maximum of a risky and a riskless asset |
scientific article; zbMATH DE number 6013714 |
Statements
Valuation of a nonexpiring American option on the maximum of a risky and a riskless asset (English)
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12 March 2012
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option valuing
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immediate execution set
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nonexpiring American option call
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option on the maximum
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choosing an investment project
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0.90768456
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0.88664895
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0.88022214
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0.87035054
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0.8702986
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