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AMERICAN OPTIONS AND INCOMPLETE INFORMATION - MaRDI portal

AMERICAN OPTIONS AND INCOMPLETE INFORMATION (Q5242957)

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scientific article; zbMATH DE number 7128193
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English
AMERICAN OPTIONS AND INCOMPLETE INFORMATION
scientific article; zbMATH DE number 7128193

    Statements

    title
    AMERICAN OPTIONS AND INCOMPLETE INFORMATION (English)
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    author
    Erik Ekström
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    Martin Vannestål
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    publication date
    8 November 2019
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    zbMATH Keywords
    American options
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    incomplete information
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    optimal stopping
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    filtering theory
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    Identifiers

    zbMATH DE Number
    7128193
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    Wikidata QID
    Q127331694
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