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Found 22 Documents (Results 1–22)

Indifference prices of early exercise claims. (English) Zbl 1101.91044

Yin, George (ed.) et al., Mathematics of finance. Proceedings of an AMS-IMS-SIAM joint summer research conference on mathematics of finance, June 22–26, 2003, Snowbird, Utah, USA. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3412-6/pbk). Contemporary Mathematics 351, 259-271 (2004).
MSC:  91G20 49L25 93E20
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