A long time asymptotic behavior of the free boundary for an American put (Q3182581)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A long time asymptotic behavior of the free boundary for an American put |
scientific article |
Statements
A long time asymptotic behavior of the free boundary for an American put (English)
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9 October 2009
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American put option
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optimal exercise boundary
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free boundary problem
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