Optimal stopping and early exercise: an eigenfunction expansion approach (Q2846422)
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scientific article; zbMATH DE number 6205963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping and early exercise: an eigenfunction expansion approach |
scientific article; zbMATH DE number 6205963 |
Statements
5 September 2013
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asset pricing
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option pricing
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Bermudan options
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American options
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Markov processes
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diffusions
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birth-and-death processes
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time change
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optimal stopping
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spectral theory
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Optimal stopping and early exercise: an eigenfunction expansion approach (English)
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