American perpetual options with random start-Reference-Cited by-同舟云学术

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American perpetual options with random start

Published:2019-10 Issue: Volume:3 Page:100017
ISSN:2590-0374
Container-title:Results in Applied Mathematics
language:en
Short-container-title:Results in Applied Mathematics

Author:

Armerin Fredrik^ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics

Reference20 articles.

1. Investment under uncertainty;Dixit,1994

2. Credit risk: modeling, valuation and hedging;Bielecki,2002

3. Mathematical methods for financial markets;Jeanblanc,2009

4. Real options with uncertain maturity and competition;Miltersen,2007

5. On the pricing of American options;Karatzas;Appl Math Optim,1988

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Perpetual cancellable American options with convertible features;Modern Stochastics: Theory and Applications;2023

2. A new approach for pricing discounted American options;Communications in Nonlinear Science and Numerical Simulation;2021-06

3. Discounted perpetual game put options;Chaos, Solitons & Fractals;2020-08

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