AMERICAN OPTIONS AND INCOMPLETE INFORMATION
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Publication:5242957
DOI10.1142/S0219024919500353zbMath1426.91265WikidataQ127331694 ScholiaQ127331694MaRDI QIDQ5242957
Martin Vannestål, Erik Ekström
Publication date: 8 November 2019
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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