Discrete approximation of finite-horizon American-style options (Q2466765)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete approximation of finite-horizon American-style options |
scientific article |
Statements
Discrete approximation of finite-horizon American-style options (English)
0 references
16 January 2008
0 references
complete markets
0 references
American-style options
0 references
optimal stopping problem
0 references
Escher transformation
0 references
