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Optimal Stopping and Reselling of European Options - MaRDI portal

Optimal Stopping and Reselling of European Options (Q4562221)

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scientific article; zbMATH DE number 6995537
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English
Optimal Stopping and Reselling of European Options
scientific article; zbMATH DE number 6995537

    Statements

    title
    Optimal Stopping and Reselling of European Options (English)
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    author
    Robin Lundgren
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    Dmitrii S. Silvestrov
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    publication date
    18 December 2018
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    zbMATH Keywords
    American option
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    binomial-trinomial approximation
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    convergence
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    European option
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    optimal stopping
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    reselling problem
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G40
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    60H30
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    zbMATH DE Number
    6995537
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    OpenAlex ID
    W1576263022
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