Optimal trading of stock options under alternative strategy
type: Item
instance of: scholarly article
title: Optimal trading of stock options under alternative strategy
zbMATH Open document ID: 0782.90006
DOI: 10.1016/0898-1221(92)90237-C
author: Tadashi Dohi
author: Sunji Osaki
publication date: 1993-04-01T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 148486
zbMATH Keywords: American stock options
zbMATH Keywords: optimal exercise policy
zbMATH Keywords: portfolio management
MaRDI profile type: Publication
cites work: The pricing of options and corporate liabilities
cites work: Q4905685
cites work: Martingales and arbitrage in multiperiod securities markets
cites work: Martingales and stochastic integrals in the theory of continuous trading
cites work: On the pricing of American options
cites work: Q4039796
cites work: The joint density of the maximum and its location for a Wiener process with drift
full work available at URL: 0898-1221(92)90237-c
OpenAlex ID: W2092428451
published in: Computers & Mathematics with Applications
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description: scientific article; zbMATH DE number 148486