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Optimal Stopping Domains for Discrete Time Knock Out American Options
Lundgren, Robin
Mälardalen University, Department of Mathematics and Physics.
2007 (English)
In:
Recent Advances in Stochastic Modelling and Data Analysis: Chania, Greece, 29 May - 1 June 2007, World Scientific , 2007, p. 613-620
Chapter in book (Refereed)
Place, publisher, year, edition, pages
World Scientific , 2007. p. 613-620
National Category
Probability Theory and Statistics
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URN:
urn:nbn:se:mdh:diva-3092
ISBN:
9812709681 (print)
OAI: oai:DiVA.org:mdh-3092
DiVA, id:
diva2:115756
Available from:
2008-03-31
Created:
2008-03-31
Last updated:
2015-07-27
Bibliographically approved
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modern-language-association-8th-edition
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