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 |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Recombining tree approximations for optimal stopping for diffusions |
scientific article; zbMATH DE number 6915871 |
Statements
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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0.7778928279876709
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0.7730579376220703
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0.7726870179176331
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0.7719211578369141
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0.7674844264984131
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