Serviceeinschränkungen vom 12.-22.02.2026 - weitere Infos auf der UB-Homepage
  • The stochastic balance equatio...

Treffer: The stochastic balance equation for the American option value function and its gradient

Title:
The stochastic balance equation for the American option value function and its gradient
Authors:
Shashiashvili, Malkhaz
Source:
In Stochastic Processes and their Applications December 2023 166
Database:
ScienceDirect