Optimal Stopping and the American Put (Q4345908)
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scientific article; zbMATH DE number 1040322
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal Stopping and the American Put |
scientific article; zbMATH DE number 1040322 |
Statements
Optimal Stopping and the American Put (English)
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31 August 1997
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American option
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put
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optimal stopping
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obstacle problem
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free-boundary problem
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martingale
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0.8886664509773254
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0.8524718284606934
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