Keywords
- Polish Space
- Finite Time Interval
- American Option
- Stop Time
- Finite Dimensional Distribution
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References
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Pratelli, M. (1999). An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales. In: Azéma, J., Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXIII. Lecture Notes in Mathematics, vol 1709. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0096522
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DOI: https://doi.org/10.1007/BFb0096522
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