Sökning: "A.g. Kukush"

Hittade 1 avhandling innehållade orden A.g. Kukush.

1. 1. 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

   Författare :H. Jönsson; A.G. Kukush; D. Silvestrov; Mälardalens högskola; []
   Nyckelord :American type option; optimal stopping strategy;

   Sammanfattning : Conditions, which provide a one-threshold structure for optimal stopping strategies for American type options, are given.... LÄS MER