CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET (Q3502132): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2007.00328.x
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+W1896332594
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+Approximations for the values of american options
@@ Property / cites work: Approximations for the values of american options / rank @@
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+CRITICAL STOCK PRICE NEAR EXPIRATION
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@@ Property / cites work @@
+Analyticity of the free boundary for the Stefan problem
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@@ Property / cites work @@
+Convexity of the free boundary in the Stefan problem and in the dam problem
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@@ Property / cites work @@
+Optimal exercise boundary for an American put option
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@@ Property / cites work @@
+On optimal stopping and free boundary problems
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+Q2713016
@@ Property / cites work: Q2713016 / rank @@
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