Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Brownian motion"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
ON THE AMERICAN OPTION PROBLEM
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Brownian motion
Option pricing theory
9
Optionspreistheorie
9
Theorie
8
Theory
8
Stochastic process
7
Stochastischer Prozess
7
Search theory
5
Suchtheorie
5
Option trading
4
Optionsgeschäft
4
optimal stopping
4
Arbitrage Pricing
3
Arbitrage pricing
3
Forecasting model
3
Prognoseverfahren
3
free-boundary problem
3
geometric Brownian motion
3
local time-space calculus
3
Begrenzte Rationalität
2
Bounded rationality
2
Dynamic optimality
2
Dynamic programming
2
Dynamische Optimierung
2
Mathematical programming
2
Mathematische Optimierung
2
Mean-variance analysis
2
Portfolio selection
2
Portfolio-Management
2
Static optimality
2
arbitrage-free price
2
nonlinear integral equation
2
smooth fit
2
American Asian option
1
Analysis
1
Asia
1
Asien
1
Bernoulli equation
1
British Asian option
1
CAPM
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Glover, Kristoffer
1
Peskir, Goran
1
Published in...
All
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quickest detection problems for Ornstein-Uhlenbeck processes
Glover, Kristoffer
;
Peskir, Goran
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1045-1064
Persistent link: https://www.econbiz.de/10014564929
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
