| Optimal Stopping with Model Uncertainty and Pricing the American Option | |
| Zhao, Guoqing | |
| 2009 | |
| 会议名称 | 2nd International Conference on Business Intelligence and Financial Engineering |
| 会议日期 | JUL 24-26, 2009 |
| 关键词 | American put-option optimal stopping ambiguity BSDE g-expectation |
| DOI | 10.1109/BIFE.2009.82 |
| 页码 | 329-332 |
| 收录类别 | CPCI-S ; CPCI-SSH |
| 会议录 | 2009 INTERNATIONAL CONFERENCE ON BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING, PROCEEDINGS
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| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6070297 |
| 专题 | 山东大学 |
| 作者单位 | Shandong Univ, Sch Math, Jinan 250100, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Zhao, Guoqing. Optimal Stopping with Model Uncertainty and Pricing the American Option[C]. 见:2nd International Conference on Business Intelligence and Financial Engineering. JUL 24-26, 2009. |
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