A free boundary problem coming from the perpetual American call options with utility (Q2839199)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A free boundary problem coming from the perpetual American call options with utility |
scientific article |
Statements
A free boundary problem coming from the perpetual American call options with utility (English)
0 references
4 July 2013
0 references
free boundary problem
0 references
American call options
0 references
utility function
0 references
0 references
