scientific article; zbMATH DE number 1475704

MaRDI QIDQ4489972zbMATHFDO

Authors A. Kukush, D. S. Silvestrov

Publication date 12 July 2000

zbMATH Keywords

American optionsskeleton approximation

Mathematics Subject Classification ID

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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