论文信息 - A New Look at Optimal Stopping Problems related to Mathematical Finance - 字舞流文

A New Look at Optimal Stopping Problems related to Mathematical Finance

A method is proposed to solve optimal stopping problems. Several examples - classical and new ones - are discussed. Especially the values of American options (straddle and strangle) with innite horizon are calculated.

H. R. Lerche | M. Beibel

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