The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope

By Farshid Jamshidian. 2007

50 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/72db847f049eaec363d8e4d241ab9f89fb86e99c