Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends (Q5388675): Difference between revisions
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Latest revision as of 02:52, 20 April 2024
scientific article; zbMATH DE number 6025773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends |
scientific article; zbMATH DE number 6025773 |
Statements
Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends (English)
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19 April 2012
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optimal stopping
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American options
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dividends
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early exercise boundary
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smooth contact property
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