Pricing American perpetual warrants by linear programming

Keyphrases

• Linear Programming 100%
• Stock Price Process 100%
• Stochastic Processes 50%
• Geometric Brownian Motion 50%
• Simple Random Walk 50%
• Pricing Problem 50%
• Contingent Claim Pricing 50%
• Linear Programming Duality 50%
• Common Stock 50%
• Finance Curriculum 50%
• Stochastic Process Times 50%
• Continuous Time Finance 50%
• Samuelson 50%
• Mathematical Economics 50%

Mathematics

• Linear Programming 100%
• Stochastic Process 66%
• Price Process 66%
• Continuous Time 33%
• Geometric Brownian Motion 33%
• Simple Random Walk 33%
• Contingent Claim 33%
• Mathematical Economics 33%
• Common Stock 33%

Economics, Econometrics and Finance

• Business Mathematics 50%