Optimal Stopping and the American Put
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Publication:4345908
DOI10.1111/j.1467-9965.1991.tb00007.xzbMath0900.90109OpenAlexW2151078973MaRDI QIDQ4345908
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
Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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