An optimal stopping approach to the n-marginal Root problem, and applications to variance options
Alexander Cox, Video: An optimal stopping approach to the n-marginal Root problem, and applications to variance options
Alexander Cox, Video: An optimal stopping approach to the n-marginal Root problem, and applications to variance options
Alexander Cox, An optimal stopping approach to the n-marginal Root problem, and applications to variance options, Mathematical Finance: Arbitrage and Portfolio Optimization , BIRS, BIRS talk, 14w5116, math, mathematics, video
