A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions (Q3557935): Difference between revisions
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Latest revision as of 17:31, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions |
scientific article |
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A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions (English)
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28 April 2010
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optimal stopping
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Markov processes
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jump diffusions
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American options
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integro-differential equations
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parabolic free boundary equations
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