scientific article; zbMATH DE number 1030729

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zbMath0877.60002MaRDI QIDQ4343194

Donna Mary Salopek

Publication date: 6 July 1997

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

zbMATH Keywords

numerical methods geometric Brownian motion optimal stopping problem American put option

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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