Optimal Stopping and Reselling of European Options (Q4562221)
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scientific article; zbMATH DE number 6995537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping and Reselling of European Options |
scientific article; zbMATH DE number 6995537 |
Statements
Optimal Stopping and Reselling of European Options (English)
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18 December 2018
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American option
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binomial-trinomial approximation
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convergence
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European option
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optimal stopping
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reselling problem
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