A free boundary problem coming from the perpetual American call options with utility (Q2839199): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A free boundary problem coming from the perpetual American call options with utility |
scientific article |
Statements
A free boundary problem coming from the perpetual American call options with utility (English)
0 references
4 July 2013
0 references
free boundary problem
0 references
American call options
0 references
utility function
0 references
