Guoqing Zhao. Optimal Stopping with Model Uncertainty and Pricing the American Option. In Shouyang Wang, Lean Yu, Fenghua Wen, Shaoyi He, Yong Fang, K. K. Lai, editors, Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, Proceedings of the Second International Conference on Business Intelligence and Financial Engineering, BIFE 2009, Beijing, China, 24-26 July 2009. pages 329-332, IEEE Computer Society, 2009. [doi]
@inproceedings{Zhao09-8,
title = {Optimal Stopping with Model Uncertainty and Pricing the American Option},
author = {Guoqing Zhao},
year = {2009},
doi = {10.1109/BIFE.2009.82},
url = {http://doi.ieeecomputersociety.org/10.1109/BIFE.2009.82},
researchr = {https://researchr.org/publication/Zhao09-8},
cites = {0},
citedby = {0},
pages = {329-332},
booktitle = {Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, Proceedings of the Second International Conference on Business Intelligence and Financial Engineering, BIFE 2009, Beijing, China, 24-26 July 2009},
editor = {Shouyang Wang and Lean Yu and Fenghua Wen and Shaoyi He and Yong Fang and K. K. Lai},
publisher = {IEEE Computer Society},
isbn = {978-0-7695-3705-4},
}