Functional convergence of Snell envelopes : application to American options approximations
Year of publication: |
1998
|
---|---|
Authors: | Mulinacci, Sabrina |
Other Persons: | Pratelli, Maurizio (contributor) |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 2.1998, 3, p. 311-327
|
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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