Optimal stopping time problem in a general framework (Q456223): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number: 6098155 / rank | |||
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optimal stopping | |||
| Property / zbMATH Keywords: optimal stopping / rank | |||
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supermartingale | |||
| Property / zbMATH Keywords: supermartingale / rank | |||
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Revision as of 11:40, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping time problem in a general framework |
scientific article |
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Optimal stopping time problem in a general framework (English)
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23 October 2012
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optimal stopping
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supermartingale
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American options
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