A note on explicit bounds for a stopped Feynman-Kac functional (Q613194)
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scientific article; zbMATH DE number 5828060
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| English | A note on explicit bounds for a stopped Feynman-Kac functional |
scientific article; zbMATH DE number 5828060 |
Statements
A note on explicit bounds for a stopped Feynman-Kac functional (English)
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20 December 2010
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geometric Brownian motions
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optimal stopping inequality
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0.7867621183395386
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0.7590377926826477
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0.7476034164428711
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0.7232815027236938
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0.7152799963951111
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