Infinite reload options: pricing and analysis
type: Item
instance of: scholarly article
title: Infinite reload options: pricing and analysis
zbMATH Open document ID: 1151.91479
author: A. C. Bélanger
author: P. A. Forsyth
published in: Journal of Computational and Applied Mathematics
publication date: 2008-11-06T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65N06
Mathematics Subject Classification ID: 65N12
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 5362086
zbMATH Keywords: infinite reload options
zbMATH Keywords: impulse control problem
zbMATH Keywords: viscosity solution
zbMATH Keywords: optimal exercise
zbMATH Keywords: implicit constraint
MaRDI profile type: Publication
full work available at URL: j.cam.2007.10.013
OpenAlex ID: W2010184886
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DOI: 10.1016/J.CAM.2007.10.013
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description: scientific article; zbMATH DE number 5362086