No label defined (Q4218377)

From MaRDI portal
scientific article; zbMATH DE number 1222792
Language Label Description Also known as
English
No label defined
scientific article; zbMATH DE number 1222792

    Statements

    0 references
    0 references
    0 references
    0 references
    11 November 1998
    0 references
    0 references
    \(D^2\)-convergence
    0 references
    critical price
    0 references
    nonstandard analysis
    0 references
    numerical approximation of American option prices
    0 references
    convergence results
    0 references
    optimal stopping
    0 references
    Snell envelopes
    0 references