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scientific article; zbMATH DE number 796443
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scientific article; zbMATH DE number 796443

    Statements

    author
    Dmitry Kramkov
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    Albert N. Shiryaev
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    publication date
    20 February 1996
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    zbMATH Keywords
    option pricing
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    binomial model
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    optimal stopping
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    Markov sequence
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91B24
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    60G40
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    zbMATH DE Number
    796443
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