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THE SWING OPTION ON THE STOCK MARKET - MaRDI portal

THE SWING OPTION ON THE STOCK MARKET (Q4675835)

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scientific article; zbMATH DE number 2165945
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English
THE SWING OPTION ON THE STOCK MARKET
scientific article; zbMATH DE number 2165945

    Statements

    title
    THE SWING OPTION ON THE STOCK MARKET (English)
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    author
    Martin Dahlgren
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    Ralf Korn
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    publication date
    6 May 2005
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    zbMATH Keywords
    Optimal stopping problem
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    HJB variational inequalities
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    option pricing
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    Identifiers

    zbMATH DE Number
    2165945
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