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

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Property / DOI: 10.1111/j.1467-9965.1991.tb00007.x / rank
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Property / DOI: 10.1111/J.1467-9965.1991.TB00007.X / rank
 
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Latest revision as of 09:49, 31 December 2024

scientific article; zbMATH DE number 1040322
Language Label Description Also known as
English
Optimal Stopping and the American Put
scientific article; zbMATH DE number 1040322

    Statements

    Optimal Stopping and the American Put (English)
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    31 August 1997
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    American option
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    put
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    optimal stopping
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    obstacle problem
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    free-boundary problem
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    martingale
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    Identifiers