A note on the perpetual American straddle

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

Diskussionspapier | Veröffentlicht | Englisch
 
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Obradović, Lazar
Abstract / Bemerkung
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.
Erscheinungsjahr
2016
Band
559
Seite(n)
6
ISSN
0931-6558
Page URI
https://pub.uni-bielefeld.de/record/2903703

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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.
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2019-09-06T09:18:38Z
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