An optimal stopping problem with a reward constraint
| Year of publication: |
2012
|
|---|---|
| Authors: | Detemple, Jérôme ; Tian, Weidong ; Xiong, Jie |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 16.2012, 3, p. 423-448
|
| Publisher: |
Springer |
| Subject: | Optimal stopping | Endogenous constraint | Protective covenant | Equity-trigger protection |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010847040