TY  - GEN
AB  - The value and the optimal exercise time of the perpetual American
straddle is characterized by the unique solution of a single non-linear
equation with one unknown variable.
DA  - 2016
LA  - eng
PY  - 2016
SN  - 0931-6558
SP  - 6-
TI  - A note on the perpetual American straddle
UR  - https://nbn-resolving.org/urn:nbn:de:0070-pub-29037034
Y2  - 2024-11-22T23:21:41
ER  -