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Stochastics An International Journal of Probability and Stochastic Processes. 2007;79(1-2):61-83. doi: 10.1080/17442500601072480 Q30.92025

Filling the gap between American and Russian options: adjustable regret

Dayanik, Savas; Ludkovski, Michael

DOI: 10.1080/17442500601072480

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Copyright © Stochastics An International Journal of Probability and Stochastic Processes. 中文内容为AI机器翻译,仅供参考!

期刊名:Stochastics-an international journal of probability and stochastic processes

缩写:STOCHASTICS

ISSN:1744-2508

e-ISSN:1744-2516

IF/分区:0.9/Q3

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Filling the gap between American and Russian options: adjustable regret