American options, multi-armed bandits and optimal consumption plans : a unifying view

by Peter Bank and Hans Föllmer

Year of publication:	22 Apr. 2003 ; [Elektronische Ressource], rev
Other Persons:	Bank, Peter (contributor) ; Föllmer, Hans (contributor)
Institutions:	Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse (contributor)
Publisher:	Berlin : Humboldt-Universität
Subject:	Dynamische Optimierung \| Dynamic programming \| Stochastischer Prozess \| Stochastic process \| Optionspreistheorie \| Option pricing theory \| Intertemporale Allokation \| Intertemporal allocation \| Konsumtheorie \| Consumption theory \| Theorie \| Theory

freely available

Full text |

More access options

opus.zbw-kiel.de

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10001917057

A service of the