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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, id: 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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  • apa
  • ieee
  • modern-language-association-8th-edition
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