American strangle options
Year of publication: |
2020
|
---|---|
Authors: | Qiu, Shi |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 27.2020, 3, p. 228-263
|
Subject: | change-of-variable formula on curves | continuous dividend yield | double free-boundaries | Greeks analysis | optimal stopping | The American strangle option | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Dividende | Dividend | Griechenland | Greece | Black-Scholes-Modell | Black-Scholes model |
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