scientific article; zbMATH DE number 1867089

MaRDI QIDQ4792523zbMATH OpenFDO

Authors Xin Guo

Publication date 11 February 2003

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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