Randomized stopping times and early exercise for American derivatives in dry markets
Year of publication: |
November 2016
|
---|---|
Authors: | Matos, João Amaro de ; Lacerda, Ana |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 5, p. 842-865
|
Subject: | Option Pricing | Incomplete Markets | Dry Markets | Optimal Stopping Time | Randomized Stopping Time | Suchtheorie | Search theory | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Unvollkommener Markt | Incomplete market |
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