scientific article; zbMATH DE number 4218072

MaRDI QIDQ3364259zbMATH OpenFDO

Authors Larry Shepp, Albert N. Shiryaev

Publication date 1994

zbMATH Keywords

option pricingAmerican optionoptimal stoppingfinancial modelsreflecting diffusion

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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