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American put option
Upper and lower bounds
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Option pricing theory
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems
Belomestny, Denis
;
Gapeev, Pavel V.
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2006
phrases: Optimal stopping, flnite horizon, difiusion process,
upper
and
lower
bounds
, Black-Scholes model, American put option …
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