scientific article; zbMATH DE number 1475704
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zbMATH Open0940.62104MaRDI QIDQ4489972FDOQ4489972
Authors: A. Kukush, D. S. Silvestrov 
Publication date: 12 July 2000
Title of this publication is not available (Why is that?)
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Continuous-time Markov processes on general state spaces (60J25) Optimal stopping in statistics (62L15) Markov and semi-Markov decision processes (90C40)
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- Structure of optimal stopping strategies for American type options
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- Optimal stopping, free boundary, and American option in a jump-diffusion model
- A construction of admissible strategies for American options associated with piecewise continuous processes
- The Valuation of American Options with Stochastic Stopping Time Constraints
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- Numerical procedure of addressing the optimal stopping time of employer's profile formation option in continuous time
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