R. Lundgren
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal stopping and reselling of European options Mathematical and Statistical Models and Methods in Reliability | 2018-12-18 | Paper |
| Convergence of option rewards for multivariate price processes Theory of Probability and Mathematical Statistics | 2013-09-17 | Paper |
| Reselling of options and convergence of option rewards | 2009-02-28 | Paper |
| Structure of optimal stopping domains for American options with knock out domains | 2009-02-28 | Paper |
Research outcomes over time
This page was built for person: R. Lundgren
