{"title":"A note on the perpetual American straddle","authors":"Lazar Obradović","doi":"10.20948/mathmontis-2019-45-10","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":170315,"journal":{"name":"Mathematica Montisnigri","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematica Montisnigri","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.20948/mathmontis-2019-45-10","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
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.
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