American Options with guarantee – A class of two-sided stopping problems
Year of publication: |
2013
|
---|---|
Authors: | Christensen, Sören ; Irle, Albrecht |
Published in: |
Statistics & Decisions. - OLDENBOURG WISSENSCHAFTSVERLAG, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 30.2013, 3, p. 237-254
|
Publisher: |
OLDENBOURG WISSENSCHAFTSVERLAG |
Subject: | Optimal stopping | two-sided strategies | diffusions | Lévy processes |
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