Optimal Stopping and the American Put (Q4345908): Difference between revisions

@@ Property / author @@
-S. D. Jacka
@@ Property / author: S. D. Jacka / rank @@
-Normal rank
@@ Property / author @@
+S. D. Jacka
@@ Property / author: S. D. Jacka / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.1991.tb00007.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2151078973
@@ Property / OpenAlex ID: W2151078973 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086524
@@ Property / cites work: Q4086524 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region
+Normal rank
@@ Property / cites work @@
+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
+Normal rank
@@ Property / cites work @@
+Q3910361
@@ Property / cites work: Q3910361 / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal stopping and free boundary problems
@@ Property / cites work: On optimal stopping and free boundary problems / rank @@
+Normal rank