A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions (Q3557935): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:39, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions |
scientific article |
Statements
A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions (English)
0 references
28 April 2010
0 references
optimal stopping
0 references
Markov processes
0 references
jump diffusions
0 references
American options
0 references
integro-differential equations
0 references
parabolic free boundary equations
0 references
