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Temps d’arret optimaux et theorie generale
1 references·1 citing·9 second hop
Temps d’arret optimaux et theorie generale (1978)Temps d’arret optimaux et theorie generaleTemps d'arrÊt optimal, théorie générale des processus et processus de Markov (1977)Temps d'arrÊt optimal, théori…Functional convergence of Snell envelopes: Applications to American options approximations (1998)Functional convergence of Sne…Option pricing: A simplified approach (1979)Martingales and stochastic integrals in the theory of continuous trading (1981)ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS (1992)The random-time binomial model (1999)Convergence of values in optimal stopping and convergence of optimal stopping times (2007)Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (2007)Long-term average cost control problems for continuous time Markov processes: A survey (1983)Valuation of Investments in Real Assets with Implications for the Stock Prices (1998)Martingale methods in stochastic control (2005)
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References

  • 1977Temps d'arrÊt optimal, théorie générale des processus et processus de Markov78 cited

Cited by

  • 1998Functional convergence of Snell envelopes: Applications to American options approximations33 cited

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