Convergence of option rewards for multivariate price processes (Q2849283): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: OptAn / rank | |||
Normal rank | |||
Revision as of 23:32, 29 February 2024
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)
0 references
17 September 2013
0 references
reward
0 references
convergence
0 references
optimal stopping
0 references
American option
0 references
skeleton approximation
0 references
Markov-type price process
0 references
exponential multivariate Brownian price process
0 references
mean-reverse price process
0 references
