Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91G20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G40 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91A60 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6065644 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
optimal stopping | |||
Property / zbMATH Keywords: optimal stopping / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
American options | |||
Property / zbMATH Keywords: American options / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
dividends | |||
Property / zbMATH Keywords: dividends / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
early exercise boundary | |||
Property / zbMATH Keywords: early exercise boundary / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
smooth contact property | |||
Property / zbMATH Keywords: smooth contact property / rank | |||
Normal rank |
Revision as of 02:48, 30 June 2023
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