A note on the perpetual American straddle

Obradović L (2016) Center for Mathematical Economics Working Papers; 559.
Bielefeld: Center for Mathematical Economics.

Download
OA 316.67 KB
Working Paper | Published | English
Author
Abstract
The value and the optimal exercise time of the perpetual American straddle is characterized by the unique solution of a single non-linear equation with one unknown variable.
Publishing Year
ISSN
PUB-ID

Cite this

Obradović L. A note on the perpetual American straddle. Center for Mathematical Economics Working Papers. Vol 559. Bielefeld: Center for Mathematical Economics; 2016.
Obradović, L. (2016). A note on the perpetual American straddle (Center for Mathematical Economics Working Papers, 559). Bielefeld: Center for Mathematical Economics.
Obradović, L. (2016). A note on the perpetual American straddle. Center for Mathematical Economics Working Papers, 559, Bielefeld: Center for Mathematical Economics.
Obradović, L., 2016. A note on the perpetual American straddle, Center for Mathematical Economics Working Papers, no.559, Bielefeld: Center for Mathematical Economics.
L. Obradović, A note on the perpetual American straddle, Center for Mathematical Economics Working Papers, vol. 559, Bielefeld: Center for Mathematical Economics, 2016.
Obradović, L.: A note on the perpetual American straddle. Center for Mathematical Economics Working Papers, 559. Center for Mathematical Economics, Bielefeld (2016).
Obradović, Lazar. A note on the perpetual American straddle. Bielefeld: Center for Mathematical Economics, 2016. Center for Mathematical Economics Working Papers. 559.
Main File(s)
File Name
Access Level
OA Open Access
Last Uploaded
2016-07-11T10:13:18Z

This data publication is cited in the following publications:
This publication cites the following data publications:

Export

0 Marked Publications

Open Data PUB

Search this title in

Google Scholar