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- W4385213798 abstract "This chapter presents an optimal stopping problem for geometric Markov renewal chains and pricing in financial mathematics for American and European options. The martingale properties of the discount price and optimal stopping rules are derived. All results are proven in detail." @default.
- W4385213798 created "2023-07-25" @default.
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- W4385213798 date "2023-01-01" @default.
- W4385213798 modified "2023-09-25" @default.
- W4385213798 title "Optimal Stopping of Geometric Markov Renewal Chains and Pricing" @default.
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- W4385213798 doi "https://doi.org/10.1007/978-3-031-33429-0_8" @default.
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