Optimal Stopping and the American Put (Q4345908): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:18, 6 February 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
