Optimal Stopping and the American Put
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Publication:4345908
DOI10.1111/J.1467-9965.1991.TB00007.XzbMATH Open0900.90109OpenAlexW2151078973MaRDI QIDQ4345908FDOQ4345908
Authors: S. D. Jacka 
Publication date: 31 August 1997
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1991.tb00007.x
Recommendations
Derivative securities (option pricing, hedging, etc.) (91G20) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
Cited In (only showing first 100 items - show all)
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