Real options and American derivatives : the double continuation region
Anna Battauz; Marzia De Donno; Alessandro Sbuelz
| Year of publication: |
2015
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|---|---|
| Authors: | Battauz, Anna ; De Donno, Marzia ; Sbuelz, Alessandro |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 61.2015, 5, p. 1094-1107
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| Subject: | American options | valuation | optimal exercise | real options | gold loan | collateralized borrowing | asymptotic approximation of the free boundary | put-call symmetry | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis | Derivat | Derivative | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011284877