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