2025-02-23T17:07:15-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22irk-123456789-4516%22&qt=morelikethis&rows=5
2025-02-23T17:07:15-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22irk-123456789-4516%22&qt=morelikethis&rows=5
2025-02-23T17:07:15-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-23T17:07:15-05:00 DEBUG: Deserialized SOLR response

Structure of optimal stopping domains for American options with knock out domains

American options give us the possibility to exercise them at any moment of time up to maturity. An optimal stopping domain for American type options is a domain that, if the underlying price process enters we should exercise the option. A knock out option is a American barrier option of knock out ty...

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Bibliographic Details
Main Author: Lundgren, R.
Format: Article
Language:English
Published: Інститут математики НАН України 2007
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/4516
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