American and Bermudan options in currency markets with proportional transaction costs (Q267772): Difference between revisions

@@ Property / author @@
-Zastawniak, Tomasz
@@ Property / author: Zastawniak, Tomasz / rank @@
-Normal rank
@@ Property / author @@
+Zastawniak, Tomasz
@@ Property / author: Zastawniak, Tomasz / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6567117
@@ Property / zbMATH DE Number: 6567117 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+American options
@@ Property / zbMATH Keywords: American options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal stopping
@@ Property / zbMATH Keywords: optimal stopping / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+proportional transaction costs
@@ Property / zbMATH Keywords: proportional transaction costs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+currencies
@@ Property / zbMATH Keywords: currencies / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Convex
@@ Property / describes a project that uses: Convex / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2017103409
@@ Property / OpenAlex ID: W2017103409 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.1910
@@ Property / arXiv ID: 1108.1910 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:267772