Minimax theorems for American options without time-consistency. Belomestny, D., Hübner, T., Krätschmer, V., & Nolte, S. Finance Stoch., 23(1):209–238, 2019.
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Paper doi bibtex
Paper doi bibtex @article {MR3898405,
AUTHOR = {Belomestny, Denis and H\"{u}bner, Tobias and Kr\"{a}tschmer, Volker
and Nolte, Sascha},
TITLE = {Minimax theorems for {A}merican options without
time-consistency},
JOURNAL = {Finance Stoch.},
FJOURNAL = {Finance and Stochastics},
VOLUME = {23},
YEAR = {2019},
NUMBER = {1},
PAGES = {209--238},
ISSN = {0949-2984},
MRCLASS = {91G20 (60G17 60G40 90C47)},
MRNUMBER = {3898405},
DOI = {10.1007/s00780-018-0378-2},
URL = {https://doi.org/10.1007/s00780-018-0378-2},
}Downloads: 0
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