System, method and computer program product for determining a minimum asset value for exercising a contingent claim of an option

A system, method and computer program product are provided for determining a minimum asset value for exercising a contingent claim of an option. The method may include determining a present value conditional distribution of contingent future benefits attributable to the exercise of a contingent clai...

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Bibliographische Detailangaben

Hauptverfasser:	Mathews, Scott H, Datar, Vinay T, Nakamoto, Kyle M, Forgie, Christopher A
Format:	Patent
Sprache:	eng
Online-Zugang:	Volltext bestellen
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