scientific article

zbMATH Open1349.91266MaRDI QIDQ2990639

Yuanjun Cen, Fahuai Yi

Publication date: 10 August 2016

Title of this publication is not available (Why is that?)

zbMATH Keywords

option pricingoptimal exercise boundarystandard American options

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)

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