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Publication:3607217
zbMath1164.60054MaRDI QIDQ3607217
Dmitrii S. Silvestrov, Alexander G. Kukush, Robin Lundgren
Publication date: 28 February 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convergenceoptimal stoppingMarkov processAmerican optionEuropean optionskeleton approximationrewardreselling problembinomial-trinomial approximation
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Convergence of reward functionals in a reselling model for a European option ⋮ Optimal Stopping and Reselling of European Options ⋮ Convergence of option rewards for multivariate price processes
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