scientific article; zbMATH DE number 5855922

zbMATH Open1224.62127MaRDI QIDQ3077832FDOQ3077832

Authors: M. S. Pupashenko, A. Kukush 

Publication date: 22 February 2011

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

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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 (2)

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

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