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scientific article; zbMATH DE number 956699 - MaRDI portal

scientific article; zbMATH DE number 956699

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Publication:5687106

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zbMath0884.90075MaRDI QIDQ5687106

Shigeo Kusuoka

Publication date: 11 December 1996

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

zbMATH Keywords

stopping time American options martingale random walk arbitrage Black-Scholes formula

Mathematics Subject Classification ID

Economic growth models (91B62) Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40) Mathematical economics (91B99)

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