ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS (Q5411397)
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scientific article; zbMATH DE number 6287496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS |
scientific article; zbMATH DE number 6287496 |
Statements
ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS (English)
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23 April 2014
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American contingent claim
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arbitrage-free price
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Snell envelope
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optimal stopping time
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