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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)Report (Other academic)
Place, publisher, year, edition, pages
Västerås: Department of Mathematics and Physics, Mälardalen University , 2005.
Series
Research reports MDH/IMA, Department of Mathematics and Physics, Mälardalen University, ISSN 1404-4978 ; 3
National Category
Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-3160OAI: oai:DiVA.org:mdh-3160DiVA: diva2:115824
Note

The report is also published in the Mälardalen University Dissertations no. 22

Available from: 2007-04-03 Created: 2007-04-03 Last updated: 2015-07-30Bibliographically approved

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CiteExportLink to record
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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
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Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
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More languages
Output format
  • html
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