Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities
C.E. Phelan, D. Marazzina and G. Germano
| Year of publication: |
2020
|
|---|---|
| Authors: | Phelan, C. E. ; Marazzina, D. ; Germano, G. |
| Subject: | Hindsight options | Lévy processes | Perpetual American options | Perpetual Bermudan options | Spitzer identities | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1718192 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262635