Minimax theorems for American options without time-consistency
Crossref DOI link: https://doi.org/10.1007/s00780-018-0378-2
Published Online: 2018-11-26
Published Print: 2019-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Belomestny, Denis
Hübner, Tobias
Krätschmer, Volker
Nolte, Sascha
Text and Data Mining valid from 2018-11-26
Article History
Received: 29 August 2017
Accepted: 10 October 2018
First Online: 26 November 2018