Convexity of the optimal stopping boundary for the American put option (Q1766723): Difference between revisions

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+Q5285464
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options
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+Q4746189
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+Convexity of the free boundary in the Stefan problem and in the dam problem
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+Optimal Stopping and the American Put
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+Q4368791
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+Optimal exercise boundary for an American put option
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+Q4848526
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+The pricing of the American option
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+ON THE AMERICAN OPTION PROBLEM
@@ Property / cites work: ON THE AMERICAN OPTION PROBLEM / rank @@
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