Q3607217 (Q3607217): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 12:00, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article |
Statements
28 February 2009
0 references
European option
0 references
reselling problem
0 references
American option
0 references
reward
0 references
convergence
0 references
optimal stopping
0 references
skeleton approximation
0 references
Markov process
0 references
binomial-trinomial approximation
0 references