Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen (Q5892439)
From MaRDI portal
scientific article; zbMATH DE number 6718127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen |
scientific article; zbMATH DE number 6718127 |
Statements
Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen (English)
0 references
16 May 2017
0 references
free-boundary problem
0 references
geometric Brownian motion
0 references
optimal stopping
0 references
perpetual American put option
0 references
