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~person:"Acciaio, Beatrice"
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American contingent claim
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Acciaio, Beatrice
Christensen, Jens H. E.
14
Cornet, Bernard
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Durham, J. Benson
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Aouani, Zaier
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Brand, Claus
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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On the lower arbitrage bound of American contingent claims
Acciaio, Beatrice
;
Svindland, Gregor
-
London School of Economics (LSE)
-
2014
arbitrage-free
price if and only if it corresponds to the price of the claim optimally exercised under some equivalent …
Persistent link: https://www.econbiz.de/10011126088
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On the lower arbitrage bound of American contingent claims
Acciaio, Beatrice
;
Svindland, Gregor
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 147-155
Persistent link: https://www.econbiz.de/10010256177
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