The generalized perpetual American exchange-option problem (Q5387083): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1239/aap/1208358891 / rank | |||
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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)
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15 May 2008
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optimal stopping problem
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free boundary approach
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first passage time approach
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