Bellman's inclusions and excessive measures (Q2772068)
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scientific article; zbMATH DE number 1706610
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bellman's inclusions and excessive measures |
scientific article; zbMATH DE number 1706610 |
Statements
18 February 2002
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Bellman's inclusions
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optimal stopping
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excessive measures
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differential inclusions
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stationary Bellman inclusion
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pricing American options
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Bellman's inclusions and excessive measures (English)
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0.7674828767776489
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0.7596026659011841
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0.7537339329719543
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0.7358776330947876
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