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.

  This dissertation MIGHT be available in PDF-format. Check this page to see if it is available for download.