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ON THE AMERICAN OPTION PROBLEM
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Asia
Option pricing theory
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Optionspreistheorie
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Theorie
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Theory
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Stochastic process
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Stochastischer Prozess
7
Search theory
5
Suchtheorie
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Option trading
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Optionsgeschäft
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optimal stopping
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Arbitrage Pricing
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Arbitrage pricing
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Forecasting model
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Prognoseverfahren
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free-boundary problem
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geometric Brownian motion
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local time-space calculus
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Begrenzte Rationalität
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Bounded rationality
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Dynamic optimality
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Dynamic programming
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Dynamische Optimierung
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Mathematical programming
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Mathematische Optimierung
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Mean-variance analysis
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Portfolio selection
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Portfolio-Management
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Static optimality
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arbitrage-free price
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nonlinear integral equation
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smooth fit
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American Asian option
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Analysis
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Asien
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Bernoulli equation
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British Asian option
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Brownian motion
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CAPM
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English
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Peskir, Goran
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Uys, N.
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
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