A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317)
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scientific article; zbMATH DE number 5682953
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A note on optimal stopping of diffusions with a two-sided optimal rule |
scientific article; zbMATH DE number 5682953 |
Statements
A note on optimal stopping of diffusions with a two-sided optimal rule (English)
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18 March 2010
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optimal stopping
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diffusion process
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perpetual american straddle option
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0.83350670337677
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0.8321865200996399
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0.8141235709190369
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0.8070311546325684
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