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5. Markov processes potential analysis and American options

Markov processes potential analysis and American options

来源 :中国运筹学会第十四次学术年会 | 被引量 : 0次 | 上传用户：Agoni_iAy

【摘 要】

：

Outline 1 American options;2 Optimal stopping problems and Markov processes potential analysis;3 New strategies for pricing American options;4 Remarks

【作 者】

：

Yongjin Wang 

【机 构】

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SchoolofBusiness/Mathematics,NankaiUniversity

【出 处】

：

中国运筹学会第十四次学术年会

【发表日期】

：

2018年10期

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论文部分内容阅读

Outline 1 American options;2 Optimal stopping problems and Markov processes potential analysis;3 New strategies for pricing American options;4 Remarks

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