Browsing by Author "Uys, Nadia"

DSpace/Manakin Repository

Browsing by Author "Uys, Nadia"

Sort by: Order: Results:

  • Uys, Nadia (2006-04-24)
    The superharmonic characterization of the value function is proved, under the assumption that an optimal stopping time exists. The fair price of an American contingent claim is established as an optimal stopping problem. ...

Search WIReDSpace

Browse

My Account