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scientific article; zbMATH DE number 1865386
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scientific article; zbMATH DE number 1865386

    Statements

    author
    Patrick S. Hagan
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    Diana E. Woodward
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    Joseph B. Keller
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    Russel E. Caflisch
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    publication date
    6 February 2003
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    zbMATH Keywords
    optimal pricing
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    dynamic programming
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    91B62
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    91B76
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    62M20
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    zbMATH DE Number
    1865386
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