On infinite horizon optimal stopping of general random walk
Jukka Lempa
| Year of publication: |
2008
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|---|---|
| Authors: | Lempa, Jukka |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 67.2008, 2, p. 257-268
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| Subject: | Random Walk | Random walk | Black-Scholes-Modell | Black-Scholes model | Suchtheorie | Search theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003681402