Optimal stopping in Hilbert spaces and pricing of American options (Q1806287)

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Optimal stopping in Hilbert spaces and pricing of American options
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    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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