Discounted optimal stopping for maxima in diffusion models with finite horizon
Pavel V. Gapeev
| Year of publication: |
2006
|
|---|---|
| Authors: | Gapeev, Pavel V. |
| Publisher: |
Berlin : Humboldt-Univ., SFB 649 Economic Risk |
| Subject: | Poisson-Prozess | Optionspreis | Mathematisches Modell | Diffuse Streuung |
| Description of contents: | Description [sfb649.wiwi.hu-berlin.de] |
| Extent: | 18 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2006,057 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Mathematik: Allgemeines ; Methoden und Techniken der Volkswirtschaft |
| Source: |
Persistent link: https://www.econbiz.de/10004875341