Optimal stopping problem in a model with compensated refusal of reward (Q650415)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping problem in a model with compensated refusal of reward |
scientific article |
Statements
Optimal stopping problem in a model with compensated refusal of reward (English)
0 references
25 November 2011
0 references
optimal stopping problem
0 references
stopping time
0 references
exponential Brownian motion
0 references
standard American option
0 references
reward function
0 references
Itô-Meyer formula
0 references
dominated convergence
0 references
