Optimal Stopping and the American Put (Q4345908): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.1991.tb00007.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2151078973 / rank | |||
Normal rank | |||
Revision as of 01:37, 20 March 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)
0 references
31 August 1997
0 references
American option
0 references
put
0 references
optimal stopping
0 references
obstacle problem
0 references
free-boundary problem
0 references
martingale
0 references
