On the problem of optimal stopping for the composite Russian option (Q612170)
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scientific article; zbMATH DE number 5831158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the problem of optimal stopping for the composite Russian option |
scientific article; zbMATH DE number 5831158 |
Statements
On the problem of optimal stopping for the composite Russian option (English)
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3 January 2011
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optimal stopping
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Russian option
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domains of the stopping
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extension of observations
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induction
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0.8563966155052185
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0.8364843726158142
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