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zbMath1187.91216MaRDI QIDQ3656132

Atsuo Suzuki, Kyoko Yagi, Katsushige Sawaki

Publication date: 13 January 2010

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

zbMATH Keywords

Black-Scholes optimal stopping rules callable securities perpetual financial commodities

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Derivative securities (option pricing, hedging, etc.) (91G20) Probabilistic games; gambling (91A60)

Related Items (1)

Dynkin's games and Israeli options

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