Finding 6549Emerging EvidenceValidation V0
The authors introduce new terminologysuch as $$\text{market-consistent seller price}$$ and $$\text{buyer pricing strategy}$$providing clearer economic interpretations with backward induction in discrete-time models, despite assumptions limiting practical application in some cases.
82%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting82% linkage confidence
The authors introduce new terminologysuch as $$\text{market-consistent seller price}$$ and $$\text{buyer pricing strategy}$$providing clearer economic interpretations with backward induction in discrete-time models, despite assumptions limiting practical application in some cases.
key_findings bullet 3 · key_findings
Inspect source: Pricing and exercising American options in a market-consistent way →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.