On a free boundary problem for an American put option under the CEV process (Q533479)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a free boundary problem for an American put option under the CEV process |
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On a free boundary problem for an American put option under the CEV process (English)
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3 May 2011
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put option
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asymptotics
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integral equation
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CEV process
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