scientific article; zbMATH DE number 6613079

zbMATH Open1349.91266MaRDI QIDQ2990639FDOQ2990639

Authors: Yuanjun Cen, Fahuai Yi 

Publication date: 10 August 2016

Title of this publication is not available (Why is that?)

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zbMATH Keywords

option pricingoptimal exercise boundarystandard American options

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (1)

• Mathematical properties of American chooser options

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