ON THE AMERICAN OPTION PROBLEM (Q5464339): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:06, 9 February 2024
scientific article; zbMATH DE number 2195376
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE AMERICAN OPTION PROBLEM |
scientific article; zbMATH DE number 2195376 |
Statements
ON THE AMERICAN OPTION PROBLEM (English)
0 references
17 August 2005
0 references
arbitrage-free price
0 references
optimal stopping
0 references
smooth fit
0 references
geometric Brownian motion
0 references
free-boundary problem
0 references
nonlinear integral equation
0 references
local time-space calculus
0 references
curved boundary
0 references
