scientific article; zbMATH DE number 52588
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Publication:4002884
Black-Scholes modelsdiscrete modelsoptimal stopping and American optionsstochastic differential equations
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
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