Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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| Property / Mathematics Subject Classification ID: 91A60 / rank | |||
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| Property / zbMATH DE Number: 6065644 / rank | |||
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optimal stopping | |||
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American options | |||
| Property / zbMATH Keywords: American options / rank | |||
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dividends | |||
| Property / zbMATH Keywords: dividends / rank | |||
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early exercise boundary | |||
| Property / zbMATH Keywords: early exercise boundary / rank | |||
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smooth contact property | |||
| Property / zbMATH Keywords: smooth contact property / rank | |||
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Revision as of 02:48, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity of the American put option in the Black-Scholes model with general discrete dividends |
scientific article |
Statements
Regularity of the American put option in the Black-Scholes model with general discrete dividends (English)
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14 August 2012
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optimal stopping
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American options
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dividends
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early exercise boundary
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smooth contact property
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