Convergence of option rewards for Markov type price processes modulated by stochastic indices. I (Q5391403): Difference between revisions
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Latest revision as of 09:16, 30 July 2024
scientific article; zbMATH DE number 5875191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of option rewards for Markov type price processes modulated by stochastic indices. I |
scientific article; zbMATH DE number 5875191 |
Statements
Convergence of option rewards for Markov type price processes modulated by stochastic indices. I (English)
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6 April 2011
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reward
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convergence
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optimal stopping
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American option
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skeleton approximation
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Markov process
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price process
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modulation
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stochastic index
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