scientific article; zbMATH DE number 5055428

MaRDI QIDQ5488452zbMATH OpenFDO

Authors

Publication date 19 September 2006

Full work available at URL http://www.ams.org/tpms/2005-71-00/S0094-9000-06-00650-8/home.html

zbMATH Keywords

American type optionthreshold structureoptimal stopping strategies

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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(13)

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Describes a project that uses

Uses Software

• OptAn

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