2024-03-28T14:33:36Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6796703
2017-10-23T10:17:24Z
60
91
Pavel Stoynov (Sofia)
Egami, Masahiko; Oryu, Tadao
2017
6796703
English
Springer, Berlin/Heidelberg
https://zbmath.org/06796703
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Finance Stoch. 21, No. 4, 967-993 (2017).
91G20; 60G40; 60J60; 60H30
A direct solution method for pricing options involving the maximum process
j