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Threshold structure of optimal stopping strategies for American type options
Mälardalen University, Department of Mathematics and Physics.
Mälardalen University, Department of Mathematics and Physics.
Mälardalen University, Department of Mathematics and Physics.ORCID iD: 0000-0002-2626-5598
2004 (English)Report (Other academic)
Place, publisher, year, edition, pages
2004. , 33 p.
Series
Research reports MDH/IMA, Department of Mathematics and Physics, Mälardalen University, 2
National Category
Natural Sciences
Identifiers
URN: urn:nbn:se:mdh:diva-3189OAI: oai:DiVA.org:mdh-3189DiVA: diva2:115853
Available from: 2007-04-12 Created: 2007-04-12 Last updated: 2015-07-30Bibliographically approved

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Silvestrov, Dmitrii

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