On the lower arbitrage bound of American contingent claims
Year of publication: |
2014
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Authors: | Acciaio, Beatrice ; Svindland, Gregor |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 24.2014, 1, p. 147-155
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Subject: | American contingent claim | arbitrage-free price | Snell envelope | CAPM | Optionspreistheorie | Option pricing theory | Arbitrage Pricing | Arbitrage pricing |
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