Optimal stopping in Hilbert spaces and pricing of American options (Q1806287)
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scientific article; zbMATH DE number 1356508
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| default for all languages | No label defined |
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| English | Optimal stopping in Hilbert spaces and pricing of American options |
scientific article; zbMATH DE number 1356508 |
Statements
Optimal stopping in Hilbert spaces and pricing of American options (English)
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3 September 2002
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obstacle problems
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viscosity solutions
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option pricing
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optimal stopping
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Hilbert-space valued diffusion
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American interest rate options
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0.8671591877937317
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0.8315093517303467
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0.8156640529632568
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0.7938584685325623
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