Browse by Subject Optimal stopping problem▼aFree boundary problem▼aAmerican option▼aLookback option▼aMaximum and minimum processes▼aStochastic control
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| Optimal stopping problems and pricing of american exotic options = 최적 멈춤 문제와 아메리칸 이색 옵션 가격 산정link Woo, Min Hyeok; Choe, Geon Ho; et al, 한국과학기술원, 2020 |
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