Optimal stopping time problem in a general framework (Q456223): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1009.3862 / rank | |||
Normal rank | |||
Latest revision as of 14:02, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping time problem in a general framework |
scientific article |
Statements
Optimal stopping time problem in a general framework (English)
0 references
23 October 2012
0 references
optimal stopping
0 references
supermartingale
0 references
American options
0 references
