Optimal stopping time problem in a general framework (Q456223)

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Optimal stopping time problem in a general framework
scientific article

    Statements

    title
    Optimal stopping time problem in a general framework (English)
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    author
    Magdalena Kobylanski
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    Marie-Claire Quenez
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    publication date
    23 October 2012
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    zbMATH Keywords
    optimal stopping
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    supermartingale
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    American options
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    Identifiers

    DOI
    10.1214/EJP.v17-2262
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    zbMATH DE Number
    6098155
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    arXiv ID
    1009.3862
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