Optimal stopping time problem in a general framework (Q456223)

From MaRDI portal
Revision as of 04:26, 30 January 2024 by Import240129110155 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Optimal stopping time problem in a general framework
scientific article

    Statements

    Optimal stopping time problem in a general framework (English)
    0 references
    0 references
    0 references
    23 October 2012
    0 references
    optimal stopping
    0 references
    supermartingale
    0 references
    American options
    0 references

    Identifiers