Search for dissertations about: "A.G. Kukush"

Found 1 swedish dissertation containing the words A.G. Kukush.

2. 1. Supplement to the paper "Threshold structure of optimal stopping domains for American type options" : Theory of Stochastic Processes, v. 8(24), no. 1-2 (2002), 170-177

   Author : H. Jönsson; A.G. Kukush; D. Silvestrov; Mälardalens högskola; []
   Keywords : American type option; optimal stopping strategy;

   Abstract : Conditions, which provide a one-threshold structure for optimal stopping strategies for American type options, are given.... READ MORE