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	Optimal stopping with model uncertainty and pricing the American option
	Zhao, Guoqing
刊名	2009 International Conference on Business Intelligence and Financial Engineering, BIFE 2009
	2009
页码	329-332
关键词	Ambiguity American put-option BSDE g-expectation Optimal stopping
DOI	10.1109/BIFE.2009.82
会议名称	2009 International Conference on Business Intelligence and Financial Engineering, BIFE 2009
URL标识	查看原文
会议日期	24 July 2009 through 26 July 2009
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5527453
专题	山东大学
作者单位	School of Mathematics, Shandong University, Jinan, 250100, China
推荐引用方式 GB/T 7714	Zhao, Guoqing. Optimal stopping with model uncertainty and pricing the American option[J]. 2009 International Conference on Business Intelligence and Financial Engineering, BIFE 2009,2009:329-332.
APA	Zhao, Guoqing.(2009).Optimal stopping with model uncertainty and pricing the American option.2009 International Conference on Business Intelligence and Financial Engineering, BIFE 2009,329-332.
MLA	Zhao, Guoqing."Optimal stopping with model uncertainty and pricing the American option".2009 International Conference on Business Intelligence and Financial Engineering, BIFE 2009 (2009):329-332.

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