Reflected backward SDEs and American options
Year of publication: |
2008
|
---|---|
Authors: | El Karoui, Nicole ; Pardoux, E. ; Quenez, M. C. |
Published in: |
Numerical methods in finance. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-57354-2. - 2008, p. 215-231
|
Subject: | Optionspreistheorie | Option pricing theory |
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