The American put option in a one-dimensional diffusion model with level-dependent volatility (Q3429331)

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The American put option in a one-dimensional diffusion model with level-dependent volatility
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    title
    The American put option in a one-dimensional diffusion model with level-dependent volatility (English)
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    published in
    Stochastics
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    publication date
    30 March 2007
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    Mathematics Subject Classification ID
    91G20
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    60G48
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    60G40
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    zbMATH DE Number
    5139337
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    OpenAlex ID
    W2018368929
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