Convergence of option rewards for Markov type price processes modulated by stochastic indices. II (Q5391418)
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scientific article; zbMATH DE number 5875205
Language | Label | Description | Also known as |
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English | Convergence of option rewards for Markov type price processes modulated by stochastic indices. II |
scientific article; zbMATH DE number 5875205 |
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Convergence of option rewards for Markov type price processes modulated by stochastic indices. II (English)
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6 April 2011
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reward
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convergence
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optimal stopping
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American option
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skeleton approximation
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Markov process
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price process
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modulation
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stochastic index
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