scientific article

Publication date: 18 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

stochastic differential equations discrete models Black-Scholes models optimal stopping and American options

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)

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