Publication:4218377
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zbMath0921.90016MaRDI QIDQ4218377
Nigel J. Cutland, M. C. Wyman, P. Ekkehard Kopp, Walter Willinger
Publication date: 11 November 1998
optimal stopping; nonstandard analysis; convergence results; Snell envelopes; \(D^2\)-convergence; critical price; numerical approximation of American option prices
60G40: Stopping times; optimal stopping problems; gambling theory
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