Artikel

Pricing perpetual American put options with asset-dependent discounting

to connected objects

Language
Englisch

Bibliographic citation
Journal: Journal of Risk and Financial Management ; ISSN: 1911-8074 ; Volume: 14 ; Year: 2021 ; Issue: 3 ; Pages: 1-19 ; Basel: MDPI

Classification
Wirtschaft
Contingent Pricing; Futures Pricing; option pricing
Optimization Techniques; Programming Models; Dynamic Analysis
Subject
American option
Lévy process
option pricing

Event
Geistige Schöpfung
(who)
Al-Hadad, Jonas
Palmowski, Zbigniew
Event
Veröffentlichung
(who)
MDPI
(where)
Basel
(when)
2021

DOI
doi:10.3390/jrfm14030130
Handle
Last update
10.03.2025, 11:44 AM CET

Data provider

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Object type

  • Artikel

Associated

  • Al-Hadad, Jonas
  • Palmowski, Zbigniew
  • MDPI

Time of origin

  • 2021

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