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scientific article; zbMATH DE number 1342363 - MaRDI portal

scientific article; zbMATH DE number 1342363

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Publication:4263961

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zbMath0945.60033MaRDI QIDQ4263961

Robert P. Kertz

Publication date: 24 September 2000

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

zbMATH Keywords

option prices prophet inequalities price differentials

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40)

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