On the problem of optimal stopping for the composite Russian option (Q612170): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q309176 |
Changed an Item |
||
Property / author | |||
Property / author: Roman V. Ivanov / rank | |||
Normal rank |
Revision as of 18:34, 12 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the problem of optimal stopping for the composite Russian option |
scientific article |
Statements
On the problem of optimal stopping for the composite Russian option (English)
0 references
3 January 2011
0 references
optimal stopping
0 references
Russian option
0 references
domains of the stopping
0 references
extension of observations
0 references
induction
0 references