Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model (Q1039529): Difference between revisions
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| Property / DOI: 10.11650/twjm/1500405554 / rank | |||
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| Property / author: Ming Long Liu / rank | |||
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| Property / author: Ming Long Liu / rank | |||
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| Property / full work available at URL: https://doi.org/10.11650/twjm/1500405554 / rank | |||
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| Property / OpenAlex ID: W4241130745 / rank | |||
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Latest revision as of 15:24, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model |
scientific article |
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Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model (English)
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30 November 2009
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exchange option
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free boundary problem
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PDE
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