Characterization of the American Put Option Using Convexity (Q2889593)

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Characterization of the American Put Option Using Convexity
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    title
    Characterization of the American Put Option Using Convexity (English)
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    author
    Dejun Xie
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    David A. Edwards
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    Gilberto Schleiniger
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    QingHua Zhu
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    publication date
    8 June 2012
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    zbMATH DE Number
    6043664
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    zbMATH Keywords
    asymptotic analysis
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    free boundary-value problem
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    American put option
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