Valuing switching options with the moving-boundary method
Shaunak S. Dabadghao, Arun Chockalingam, Taimaz Soltani, Jan Fransoo
| Year of publication: |
2021
|
|---|---|
| Authors: | Dabadghao, Shaunak S. ; Chockalingam, Arun ; Soltani, Taimaz ; Fransoo, Jan C. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 127.2021, p. 1-13
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| Subject: | Switching options | Moving boundary | Optimal policy | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2021.104124 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012668925