On the Optimal Exercise Boundaries of Swing Put Options
Year of publication: |
2017
|
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Authors: | De Angelis, Tiziano |
Other Persons: | Kitapbayev, Yerkin (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming in Mathematics of Operational Research Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2017 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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