Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345)
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scientific article; zbMATH DE number 5139351
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal stopping via measure transformation: the Beibel–Lerche approach |
scientific article; zbMATH DE number 5139351 |
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Optimal stopping via measure transformation: the Beibel–Lerche approach (English)
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30 March 2007
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optimal stopping
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the B-L approach
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repeated significance test
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disruption problem
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Russian option
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lookback option
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0.8973425
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0.8967298
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0.89340085
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0.8925649
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0.8879061
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0.88740444
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