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Convergence of Reward Functions in a Discrete Time Optimal Stopping Problem: Application to American Type Options
Mälardalen University, Department of Mathematics and Physics.
2005 (English)Licentiate thesis, monograph (Other scientific)
Place, publisher, year, edition, pages
2005.
Series
Mälardalen University Dissertations, 22
Identifiers
URN: urn:nbn:se:mdh:diva-3153OAI: oai:DiVA.org:mdh-3153DiVA: diva2:115817
Note
The paper is also published in the Research reports MDH/IMA, 3 (2005)Available from: 2007-04-02 Created: 2007-04-02

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CiteExportLink to record
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Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
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  • Other style
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Output format
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