THE SWING OPTION ON THE STOCK MARKET (Q4675835): Difference between revisions

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Property / cites work: Variational inequalities and the pricing of American options / rank
 
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Latest revision as of 10:07, 10 June 2024

scientific article; zbMATH DE number 2165945
Language Label Description Also known as
English
THE SWING OPTION ON THE STOCK MARKET
scientific article; zbMATH DE number 2165945

    Statements

    THE SWING OPTION ON THE STOCK MARKET (English)
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    6 May 2005
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    Optimal stopping problem
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    HJB variational inequalities
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    option pricing
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