Functional convergence of Snell envelopes: Applications to American options approximations
- 期刊名称Finance and Stochastics
- 作者Sabrina Mulinacci; Maurizio Pratelli
- 卷第2卷
- 期第3期
- 印刷ISSN0949-2984
- 电子ISSN1432-1122
- 文件大小185.46KB
- 发表时间1998-05
- DOI10.1007/s007800050043
- 页码311-327