scientific article; zbMATH DE number 1222792
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Publication:4218377
zbMath0921.90016MaRDI QIDQ4218377
Nigel J. Cutland, M. C. Wyman, P. Ekkehard Kopp, Walter Willinger
Publication date: 11 November 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimal stoppingnonstandard analysisconvergence resultsSnell envelopes\(D^2\)-convergencecritical pricenumerical approximation of American option prices
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
Applications of weak convergence for hedging of game options ⋮ First steps towards an equilibrium theory for Lévy financial markets ⋮ Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets ⋮ Elementary stochastic calculus for finance with infinitesimals
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