The British Put Option (Q2889604)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The British Put Option |
scientific article |
Statements
The British Put Option (English)
0 references
8 June 2012
0 references
British put option
0 references
American put option
0 references
European put option
0 references
arbitrage-free price
0 references
rational exercise boundary
0 references
liquid/illiquid market
0 references
geometric Brownian motion
0 references
optimal stopping
0 references
parabolic free-boundary problem
0 references
nonlinear integral equation
0 references
local time-space calculus
0 references
non-monotone free boundary
0 references