On a free boundary problem for an American put option under the CEV process (Q533479): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1009.2973 / rank | |||
Normal rank | |||
Revision as of 15:55, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a free boundary problem for an American put option under the CEV process |
scientific article |
Statements
On a free boundary problem for an American put option under the CEV process (English)
0 references
3 May 2011
0 references
put option
0 references
asymptotics
0 references
integral equation
0 references
CEV process
0 references
