Convergence of option rewards for multivariate price processes (Q2849283): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of option rewards for multivariate price processes |
scientific article |
Statements
Convergence of option rewards for multivariate price processes (English)
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17 September 2013
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reward
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convergence
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optimal stopping
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American option
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skeleton approximation
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Markov-type price process
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exponential multivariate Brownian price process
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mean-reverse price process
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