Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835)
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scientific article; zbMATH DE number 6915871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recombining Tree Approximations for Optimal Stopping for Diffusions |
scientific article; zbMATH DE number 6915871 |
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Recombining Tree Approximations for Optimal Stopping for Diffusions (English)
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10 August 2018
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American options
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optimal stopping
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recombining trees
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Skorohkhod embedding
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