Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046): Difference between revisions
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Revision as of 03:31, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exercise boundary of the American put near maturity in an exponential Lévy model |
scientific article |
Statements
Exercise boundary of the American put near maturity in an exponential Lévy model (English)
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2 April 2013
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American put option
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free boundary
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optimal stopping
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variational inequality
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