Convergence of option rewards for multivariate price processes (Q2849283)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Convergence of option rewards for multivariate price processes |
scientific article; zbMATH DE number 6208803
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of option rewards for multivariate price processes |
scientific article; zbMATH DE number 6208803 |
Statements
Convergence of option rewards for multivariate price processes (English)
0 references
17 September 2013
0 references
reward
0 references
convergence
0 references
optimal stopping
0 references
American option
0 references
skeleton approximation
0 references
Markov-type price process
0 references
exponential multivariate Brownian price process
0 references
mean-reverse price process
0 references
0 references
0 references
0 references
0 references
0 references
0.92108595
0 references
0.9192619
0 references
0.9047766
0 references
0.8995152
0 references
0.8928864
0 references
