On the pricing of American options (Q913622): Difference between revisions

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+On the theory of option pricing
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+Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
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+The Pricing of Options and Corporate Liabilities
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+Q3925594
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+Optimal Stopping Rules for Stochastic Processes with Continuous Parameter
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+Optimal Stopping of a Markov Process
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+Martingales and stochastic integrals in the theory of continuous trading
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+A stochastic calculus model of continuous trading: Complete markets
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+Mathematics of Speculative Price
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