THE SWING OPTION ON THE STOCK MARKET (Q4675835): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 16:51, 5 March 2024
scientific article; zbMATH DE number 2165945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE SWING OPTION ON THE STOCK MARKET |
scientific article; zbMATH DE number 2165945 |
Statements
THE SWING OPTION ON THE STOCK MARKET (English)
0 references
6 May 2005
0 references
Optimal stopping problem
0 references
HJB variational inequalities
0 references
option pricing
0 references
