Optimal Stopping and the American Put (Q4345908): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Q4086524
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+Normal rank
@@ Property / cites work @@
+Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region
+Normal rank
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+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
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+Q3910361
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+On optimal stopping and free boundary problems
@@ Property / cites work: On optimal stopping and free boundary problems / rank @@
+Normal rank