Perpetual American maximum options with Markov-modulated dynamics (Q392759)
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scientific article; zbMATH DE number 6245642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perpetual American maximum options with Markov-modulated dynamics |
scientific article; zbMATH DE number 6245642 |
Statements
Perpetual American maximum options with Markov-modulated dynamics (English)
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15 January 2014
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perpetual options
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Markov-modulated dynamics
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optimal stopping time
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Markov chain
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