American Options: Symmetry Properties
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- Shuxin Guo & Qiang Liu, 2019. "The Black-Scholes-Merton dual equation," Papers 1912.10380, arXiv.org.
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Keywords
Option pricing; American options; early exercise policy; symmetry properties; change of measure; random maturity; barrier options; capped options; multiasset options; occupation time derivatives; homogeneity; changes of numeraire; replicating portfolio; reprensentation of prices; Évaluation; options américaines; politique optimale d'exercice; propriété de symétrie; changement de mesure; échéance aléatoire; options plafonnées; options à barrières; titres supports multiples; temps d'occupation; homogénéité; changement de numéraire; formules de représentation des prix;All these keywords.
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