Optimal stopping time problem in a general framework (Q456223)
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scientific article; zbMATH DE number 6098155
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal stopping time problem in a general framework |
scientific article; zbMATH DE number 6098155 |
Statements
Optimal stopping time problem in a general framework (English)
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23 October 2012
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optimal stopping
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supermartingale
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American options
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0.8732524514198303
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0.85904860496521
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0.8427692651748657
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0.8334935903549194
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