Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350): Difference between revisions
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Revision as of 01:16, 5 March 2024
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)
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14 August 2012
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optimal stopping
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American options
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dividends
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early exercise boundary
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smooth contact property
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