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Publication:3608282

zbMath1164.60030MaRDI QIDQ3608282

Robin Lundgren

Publication date: 28 February 2009


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

zbMATH Keywords

optimal stoppingMarkov processMonte Carlo simulationdiscrete timeAmerican optionbarrier optionknock out option


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


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Optimal Stopping and Reselling of European Options ⋮ Convergence of option rewards for multivariate price processes




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