American options and incomplete information
Erik Ekström, Martin Vannestål
| Year of publication: |
2019
|
|---|---|
| Authors: | Ekström, Erik ; Vannestål, Martin |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 22.2019, 6, p. 1-14
|
| Subject: | American options | incomplete information | optimal stopping | filtering theory | Unvollkommene Information | Incomplete information | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Suchtheorie | Search theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024919500353 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012153092