R. Lundgren
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Person:2849282
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal stopping and reselling of European options Mathematical and Statistical Models and Methods in Reliability | 2018-12-18 | Paper |
| Convergence of option rewards for multivariate price processes Theory of Probability and Mathematical Statistics | 2013-09-17 | Paper |
| Reselling of options and convergence of option rewards | 2009-02-28 | Paper |
| Structure of optimal stopping domains for American options with knock out domains | 2009-02-28 | Paper |
Research outcomes over time
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