Strict local martingale deflators and valuing American call-type options
| Year of publication: |
2012
|
|---|---|
| Authors: | Bayraktar, Erhan ; Kardaras, Constantinos ; Xing, Hao |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 16.2012, 2, p. 275-291
|
| Publisher: |
Springer |
| Subject: | Strict local martingales | Deflators | American call options |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010539358