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Convergence of Reward Functions in a Discrete Time Optimal Stopping Problem: Application to American Type Options
Jönsson, Henrik
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
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URN:
urn:nbn:se:mdh:diva-3153
OAI: oai:DiVA.org:mdh-3153
DiVA, 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
Last updated:
2025-10-10
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modern-language-association-8th-edition
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