When to call on an advantageous restart option
نویسندگان
چکیده
منابع مشابه
The British Call Option
Alongside the British put option [11] we present a new call option where the holder enjoys the early exercise feature of American options whereupon his payoff (deliverable immediately) is the ‘best prediction’ of the European payoff under the hypothesis that the true drift of the stock price equals a contract drift. Inherent in this is a protection feature which is key to the British call optio...
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ژورنال
عنوان ژورنال: Journal of Sports Analytics
سال: 2018
ISSN: 2215-020X,2215-0218
DOI: 10.3233/jsa-170177