Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.spa.2012.05.009 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2052873441 / rank | |||
Normal rank |
Revision as of 21:39, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Regularity of the American put option in the Black-Scholes model with general discrete dividends |
scientific article |
Statements
Regularity of the American put option in the Black-Scholes model with general discrete dividends (English)
0 references
14 August 2012
0 references
optimal stopping
0 references
American options
0 references
dividends
0 references
early exercise boundary
0 references
smooth contact property
0 references