The generalized perpetual American exchange-option problem (Q5387083)
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scientific article; zbMATH DE number 5275524
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The generalized perpetual American exchange-option problem |
scientific article; zbMATH DE number 5275524 |
Statements
The generalized perpetual American exchange-option problem (English)
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15 May 2008
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optimal stopping problem
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free boundary approach
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first passage time approach
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0.7934942841529846
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0.7899129390716553
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0.787743091583252
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0.7826454639434814
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0.7737441062927246
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