scientific article; zbMATH DE number 1779727

zbMATH Open1009.60057MaRDI QIDQ4542928

Author name not available (Why is that?)

Publication date: 5 November 2002

Title of this publication is not available (Why is that?)

zbMATH Keywords

value functionSnell envelopeexchange optionAmerican exchange optionEuropean exchange original-reverse parity

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic integral equations (60H20)

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