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zbMath1235.60037MaRDI QIDQ3098824

Athina Karantzi, Georgios Dimakos

Publication date: 18 November 2011

Full work available at URL: http://www.pphmj.com/abstract/6022.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal stopping time Snell envelope Black and Scholes model binomial pricing model

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Mathematical economics (91B99)

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