American options, multi-armed bandits, and optimal consumption plans : a unifying view
Peter Bank and Hans Föllmer
| Year of publication: |
2003
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|---|---|
| Authors: | Bank, Peter ; Föllmer, Hans |
| Published in: |
Paris Princeton lectures on mathematical finance. - Berlin : Springer, ZDB-ID 2123527-2. - Vol. 1.2002, p. 1-42
|
| Subject: | Optionspreistheorie | Option pricing theory | Konsumtheorie | Consumption theory | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming | Intertemporale Allokation | Intertemporal allocation | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009357107