The generalized perpetual American exchange-option problem (Q5387083): Difference between revisions

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Revision as of 08:59, 28 June 2024

scientific article; zbMATH DE number 5275524
Language Label Description Also known as
English
The generalized perpetual American exchange-option problem
scientific article; zbMATH DE number 5275524

    Statements

    The generalized perpetual American exchange-option problem (English)
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    15 May 2008
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    optimal stopping problem
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    free boundary approach
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    first passage time approach
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    Identifiers

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