American options in nonlinear markets
type: Item
instance of: scholarly article
title: American options in nonlinear markets
zbMATH Open document ID: 1484.91479
DOI: 10.1214/21-EJP658
author: Tianyang Nie
author: Marek Rutkowski
author: Edward D. Kim
published in: Electronic Journal of Probability
publication date: 2021-07-21T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 7373513
zbMATH Keywords: American option
zbMATH Keywords: nonlinear evaluation
zbMATH Keywords: nonlinear market
zbMATH Keywords: reflected BSDE
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7373513