A note on the perpetual American straddle
type: Item
instance of: scholarly article
title: A note on the perpetual American straddle
zbMATH Open document ID: 1488.91139
author: Lazar Obradović
published in: Mathematica Montisnigri
publication date: 2021-08-30T00:00:00Z
full work available at URL: https://pub.uni-bielefeld.de/record/2903703
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 7388410
zbMATH Keywords: derivative pricing
zbMATH Keywords: perpetual American options
zbMATH Keywords: American straddle
zbMATH Keywords: optimal stopping
zbMATH Keywords: Black-Scholes model
zbMATH Keywords: mathematical finance
MaRDI profile type: Publication
OpenAlex ID: W3126103647
DOI: 10.20948/MATHMONTIS-2019-45-10
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description: scientific article; zbMATH DE number 7388410