Perpetual Cancellable American Call Option
dc.contributor.author | Emmerling, Thomas J. | en_US |
dc.date.accessioned | 2012-09-05T14:46:14Z | |
dc.date.available | 2013-11-15T16:44:23Z | en_US |
dc.date.issued | 2012-10 | en_US |
dc.identifier.citation | Emmerling, Thomas J. (2012). "Perpetual Cancellable American Call Option." Mathematical Finance 22(4). <http://hdl.handle.net/2027.42/93569> | en_US |
dc.identifier.issn | 0960-1627 | en_US |
dc.identifier.issn | 1467-9965 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/93569 | |
dc.publisher | Blackwell Publishing Inc | en_US |
dc.publisher | Wiley Periodicals, Inc. | en_US |
dc.subject.other | Game Options | en_US |
dc.subject.other | Dynkin Games | en_US |
dc.subject.other | Perpetual Call Option | en_US |
dc.subject.other | Cancellable Call Option | en_US |
dc.subject.other | Israeli Options | en_US |
dc.subject.other | American‐Style Derivatives | en_US |
dc.title | Perpetual Cancellable American Call Option | en_US |
dc.type | Article | en_US |
dc.rights.robots | IndexNoFollow | en_US |
dc.subject.hlbsecondlevel | Finance | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbsecondlevel | Economics | en_US |
dc.subject.hlbtoplevel | Business | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | University of Michigan | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/93569/1/j.1467-9965.2011.00479.x.pdf | |
dc.identifier.doi | 10.1111/j.1467-9965.2011.00479.x | en_US |
dc.identifier.source | Mathematical Finance | en_US |
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dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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