Some calculations for Israeli options
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Publication:1887265
DOI10.1007/s00780-003-0104-5zbMath1098.91055OpenAlexW1978457562MaRDI QIDQ1887265
Publication date: 24 November 2004
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-003-0104-5
Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Derivative securities (option pricing, hedging, etc.) (91G20)
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