An Iteration Procedure for Solving Integral Equations Related to Optimal StoppingProblems
Year of publication: |
2006-05-17
|
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Authors: | Belomestny, Denis ; Gapeev, Pavel V. |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Optionspreistheorie | Black-Scholes-Modell | Preisobergrenze | Preisuntergrenze | Bayes-Test |
Extent: | 439296 bytes 18 p. application/pdf |
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Series: | Diskussionspapier ; 2006-043 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Employment of capital, capital investment planning and estimate of investment profitability ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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