An integration by parts type formula for stopping times and its application (Q1707041): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:24, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integration by parts type formula for stopping times and its application |
scientific article |
Statements
An integration by parts type formula for stopping times and its application (English)
0 references
28 March 2018
0 references
integration by parts
0 references
stopping time
0 references
American option
0 references
stochastic differential equation
0 references
greeks
0 references
