ON THE AMERICAN OPTION PROBLEM (Q5464339): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00214.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3124827703 / rank | |||
Normal rank | |||
Latest revision as of 01:06, 20 March 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
