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Perpetual Cancellable American Call Option

dc.contributor.authorEmmerling, Thomas J.en_US
dc.date.accessioned2012-09-05T14:46:14Z
dc.date.available2013-11-15T16:44:23Zen_US
dc.date.issued2012-10en_US
dc.identifier.citationEmmerling, Thomas J. (2012). "Perpetual Cancellable American Call Option." Mathematical Finance 22(4). <http://hdl.handle.net/2027.42/93569>en_US
dc.identifier.issn0960-1627en_US
dc.identifier.issn1467-9965en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/93569
dc.publisherBlackwell Publishing Incen_US
dc.publisherWiley Periodicals, Inc.en_US
dc.subject.otherGame Optionsen_US
dc.subject.otherDynkin Gamesen_US
dc.subject.otherPerpetual Call Optionen_US
dc.subject.otherCancellable Call Optionen_US
dc.subject.otherIsraeli Optionsen_US
dc.subject.otherAmerican‐Style Derivativesen_US
dc.titlePerpetual Cancellable American Call Optionen_US
dc.typeArticleen_US
dc.rights.robotsIndexNoFollowen_US
dc.subject.hlbsecondlevelFinanceen_US
dc.subject.hlbsecondlevelMathematicsen_US
dc.subject.hlbsecondlevelEconomicsen_US
dc.subject.hlbtoplevelBusinessen_US
dc.subject.hlbtoplevelScienceen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumUniversity of Michiganen_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/93569/1/j.1467-9965.2011.00479.x.pdf
dc.identifier.doi10.1111/j.1467-9965.2011.00479.xen_US
dc.identifier.sourceMathematical Financeen_US
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dc.owningcollnameInterdisciplinary and Peer-Reviewed


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