Optimal stopping time problem in a general framework (Q456223): Difference between revisions
From MaRDI portal
Set profile property. |
Normalize DOI. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1214/EJP.v17-2262 / rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1009.3862 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1214/EJP.V17-2262 / rank | |||
Normal rank | |||
Latest revision as of 18:06, 9 December 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
