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On Controller-Stopper Problems with Jumps and Their Applications to Indifference Pricing of American Options.

Erhan BayraktarZhou Zhou
Published in: SIAM J. Financial Math. (2014)
Keyphrases
  • markov chain
  • united states
  • option pricing
  • real time
  • neural network
  • artificial intelligence
  • expert systems
  • control system
  • np complete
  • dynamic model