CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET (Q3502132): Difference between revisions
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Property / cites work: Approximations for the values of american options / rank | |||
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Property / cites work: CRITICAL STOCK PRICE NEAR EXPIRATION / rank | |||
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Property / cites work: Analyticity of the free boundary for the Stefan problem / rank | |||
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Property / cites work: Convexity of the free boundary in the Stefan problem and in the dam problem / rank | |||
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Property / cites work: Optimal exercise boundary for an American put option / rank | |||
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Property / cites work: On optimal stopping and free boundary problems / rank | |||
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Property / cites work: Q2713016 / rank | |||
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Latest revision as of 10:39, 28 June 2024
scientific article
Language | Label | Description | Also known as |
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English | CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET |
scientific article |
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CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET (English)
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22 May 2008
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