The model-free equivalence condition for American spread options
Year of publication: |
June 2017
|
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Authors: | Kang, Sang Baum ; Létourneau, Pascal |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 7.2017, 4, p. 757-763
|
Subject: | Spread Option | American Option | Early Exercise | Real Option | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis | Aktienoption | Stock option | Derivat | Derivative |
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