Structure of optimal stopping domains for American options with knock out domains (Q3608282)
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scientific article; zbMATH DE number 5520758
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| default for all languages | No label defined |
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| English | Structure of optimal stopping domains for American options with knock out domains |
scientific article; zbMATH DE number 5520758 |
Statements
28 February 2009
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Markov process
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optimal stopping
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discrete time
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American option
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barrier option
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knock out option
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Monte Carlo simulation
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0.776562511920929
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0.7710223197937012
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0.7685087323188782
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