NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:14, 8 February 2024
scientific article; zbMATH DE number 6139572
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET |
scientific article; zbMATH DE number 6139572 |
Statements
NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (English)
0 references
28 February 2013
0 references
American option
0 references
put option
0 references
free boundary
0 references
convexity
0 references
integro-differential equation
0 references
near-expiry estimate
0 references
