"Minimax theorems for American options without time-consistency."

Denis Belomestny et al. (2019)

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DOI: 10.1007/S00780-018-0378-2

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/BelomestnyHKN19
Denis Belomestny, Tobias Hübner, Volker Krätschmer, Sascha Nolte:
Minimax theorems for American options without time-consistency. Finance Stochastics 23(1): 209-238 (2019)

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