Constructing time-homogeneous generalized diffusions consistent with optimal stopping values (Q3108376)
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scientific article; zbMATH DE number 5994073
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| English | Constructing time-homogeneous generalized diffusions consistent with optimal stopping values |
scientific article; zbMATH DE number 5994073 |
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Constructing time-homogeneous generalized diffusions consistent with optimal stopping values (English)
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3 January 2012
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optimal stopping
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generalized convexity
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generalized diffusions
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inverse American option problem
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0.8208610415458679
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0.8091928958892822
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0.8068295121192932
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