×

American options with regime switching. (English) Zbl 1107.91325


MSC:

91G20 Derivative securities (option pricing, hedging, etc.)
60G40 Stopping times; optimal stopping problems; gambling theory
PDF BibTeX XML Cite
Full Text: DOI

References:

[1] DOI: 10.2307/2328254
[2] DOI: 10.1137/1139008 · Zbl 04525926
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.