Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/149016
Authors: 
Obradović, Lazar
Year of Publication: 
2016
Series/Report no.: 
Working Papers, Center for Mathematical Economics 559
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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