Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model (Q1039529): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:59, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model |
scientific article |
Statements
Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model (English)
0 references
30 November 2009
0 references
exchange option
0 references
free boundary problem
0 references
PDE
0 references