scientific article; zbMATH DE number 796440
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Publication:4845598
zbMath0833.60065MaRDI QIDQ4845598
Dmitry Kramkov, Albert N. Shiryaev, Alexander V. Melnikov, Youri M.Kabanov
Publication date: 25 October 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimal stoppingBlack-Scholes formulahedge strategiesoptions of European as well as American typesrisk and riskless stocks and bonds
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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