The generalized perpetual American exchange-option problem (Q5387083): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1239/aap/1208358891 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2001642548 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3150773 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stopping of a Markov Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4368791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal stopping and free boundary problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4220653 / rank
 
Normal rank
Property / cites work
 
Property / cites work: STOCK LOANS / rank
 
Normal rank

Revision as of 08:59, 28 June 2024

scientific article; zbMATH DE number 5275524
Language Label Description Also known as
English
The generalized perpetual American exchange-option problem
scientific article; zbMATH DE number 5275524

    Statements

    The generalized perpetual American exchange-option problem (English)
    0 references
    15 May 2008
    0 references
    optimal stopping problem
    0 references
    free boundary approach
    0 references
    first passage time approach
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references