Optimal stopping under model uncertainty and the regularity of lower Snell envelopes (Q2869977)
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scientific article; zbMATH DE number 6247161
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping under model uncertainty and the regularity of lower Snell envelopes |
scientific article; zbMATH DE number 6247161 |
Statements
Optimal stopping under model uncertainty and the regularity of lower Snell envelopes (English)
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17 January 2014
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American options
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continuous-time finance
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derivatives analysis
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financial derivatives
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