Optimal stopping in Hilbert spaces and pricing of American options
Year of publication: |
1999
|
---|---|
Authors: | Gatarek, Dariusz ; Świȩch, Andrzej |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 50.1999, 1, p. 135-147
|
Subject: | Optionspreistheorie | Option pricing theory | Suchtheorie | Search theory | Theorie | Theory |
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