Strategic Timing in Financial Markets: Real Options Analysis of American Options

Strategic Timing in Financial Markets: Real Options Analysis of American Options

This paper delves into the nuanced realm of option pricing, focusing specifically on American call and put options within the framework of real options analysis. Traditional models often struggle to account for the complex decision-making process inherent in American options due to their early exerc...

Полное описание

Библиографические подробности
Главные авторы: Gilles Tamba Bokolo, Ngoyi Landu Tresor, Mabela Rostin, Rebecca Omana Walo
Формат: Статья
Язык:English
Опубликовано: Accademia Piceno Aprutina dei Velati 2024-12-01
Серии:Ratio Mathematica
Предметы:
hamilton-jacobi-bellman (hjb) equation
payoff functions
optimal stopping time
american call and put options
real options
monte carlo
Online-ссылка:http://eiris.it/ojs/index.php/ratiomathematica/article/view/1629

Internet

http://eiris.it/ojs/index.php/ratiomathematica/article/view/1629

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