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Optimal stopping in mathematical finance

Part of the Lectures in Mathematics. ETH Zürich book series (LM)

Keywords

American Option Standard Brownian Motion Nonlinear Integral Equation Geometric Brownian Motion Gain Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Birkhäuser Verlag 2006

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