Functional convergence of Snell envelopes : application to American options approximations
Sabrina Mulinacci ; Maurizio Pratelli
| Year of publication: |
1998
|
|---|---|
| Authors: | Mulinacci, Sabrina |
| Other Persons: | Pratelli, Maurizio (contributor) |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 2.1998, 3, p. 311-327
|
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10001243268