CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET (Q3502132): Difference between revisions

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+Approximations for the values of american options
@@ Property / cites work: Approximations for the values of american options / rank @@
+Normal rank
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+CRITICAL STOCK PRICE NEAR EXPIRATION
@@ Property / cites work: CRITICAL STOCK PRICE NEAR EXPIRATION / rank @@
+Normal rank
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+Analyticity of the free boundary for the Stefan problem
+Normal rank
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+Convexity of the free boundary in the Stefan problem and in the dam problem
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+Optimal exercise boundary for an American put option
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+On optimal stopping and free boundary problems
@@ Property / cites work: On optimal stopping and free boundary problems / rank @@
+Normal rank
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+Q2713016
@@ Property / cites work: Q2713016 / rank @@
+Normal rank