On the problem of optimal stopping for the composite Russian option (Q612170): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 01:45, 5 March 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
    0 references
    optimal stopping
    0 references
    Russian option
    0 references
    domains of the stopping
    0 references
    extension of observations
    0 references
    induction
    0 references
    0 references