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scientific article; zbMATH DE number 7703270 - MaRDI portal

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Publication:6161830

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zbMath1515.91011MaRDI QIDQ6161830

Henrik Wanntorp

Publication date: 27 June 2023

Full work available at URL: https://urn.kb.se/resolve?urn=urn%3Anbn%3Ase%3Auu%3Adiva-9516

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

zbMATH Keywords

optimal stopping hedging option pricing American options free boundary problems model robustness

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20)

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