scientific article; zbMATH DE number 1867089

zbMATH Open1023.91024MaRDI QIDQ4792523FDOQ4792523

Authors: Xin Guo 

Publication date: 11 February 2003

Title of this publication is not available (Why is that?)

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zbMATH Keywords

option pricingoptimal stopping problemsfinancial marketprinciple of smooth fit

Mathematics Subject Classification ID

Portfolio theory (91G10) Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80)

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• Optimal stopping with signatures
• Smooth pasting as rate of return equalization
• Back to basics: historical option pricing revisited
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