Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/149016 
Year of Publication: 
2016
Series/Report no.: 
Center for Mathematical Economics Working Papers No. 559
Publisher: 
Bielefeld University, Center for Mathematical Economics (IMW), Bielefeld
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.
Subjects: 
Knightian Uncertainty
Ambiguity
General Equilibrium
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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