Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach (Q2846422): Difference between revisions
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Latest revision as of 02:46, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach |
scientific article |
Statements
Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach (English)
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5 September 2013
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asset pricing
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option pricing
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Bermudan options
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American options
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Markov processes
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diffusions
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birth-and-death processes
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time change
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optimal stopping
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spectral theory
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