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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. , p. 33
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Research reports MDH/IMA, Department of Mathematics and Physics, Mälardalen University ; 2
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Natural Sciences
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URN: urn:nbn:se:mdh:diva-3189OAI: oai:DiVA.org:mdh-3189DiVA, id: diva2:115853
Available from: 2007-04-12 Created: 2007-04-12 Last updated: 2025-10-10Bibliographically approved

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Silvestrov, Dmitrii

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