No label defined (Q3608289)

From MaRDI portal
scientific article
Language Label Description Also known as
English
No label defined
scientific article

    Statements

    28 February 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    reward
    0 references
    convergence
    0 references
    optimal stopping
    0 references
    American option
    0 references
    skeleton approximation Markov type price process
    0 references
    stochastic index
    0 references