Minimax theorems for American options without time-consistency
Belomestny, Denis, Hübner, Tobias, Krätschmer, Volker, Nolte, SaschaLanguage:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-018-0378-2
Date:
November, 2018
File:
PDF, 955 KB
english, 2018