Optimal Stopping and the American Put (Q4345908)

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scientific article; zbMATH DE number 1040322
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English
Optimal Stopping and the American Put
scientific article; zbMATH DE number 1040322

    Statements

    title
    Optimal Stopping and the American Put (English)
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    author
    S. D. Jacka
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    publication date
    31 August 1997
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    zbMATH Keywords
    American option
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    put
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    optimal stopping
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    obstacle problem
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    free-boundary problem
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    martingale
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    Identifiers

    zbMATH DE Number
    1040322
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