On the asymptotic free boundary for the American put option problem (Q2577472): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic free boundary for the American put option problem |
scientific article |
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On the asymptotic free boundary for the American put option problem (English)
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22 December 2005
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American put option
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parabolic free boundary problem
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obstacle problem
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heat equation
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