scientific article; zbMATH DE number 5855922

zbMATH Open1224.62127MaRDI QIDQ3077832FDOQ3077832

A. Kukush, M. S. Pupashenko

Publication date: 22 February 2011

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

zbMATH Keywords

arbitrageoptimal stopping domainoption market price

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (1)

• Convergence of reward functionals in a reselling model for a European option

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