BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS (Q2875727)

From MaRDI portal
Revision as of 21:53, 8 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS
scientific article

    Statements

    title
    BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS (English)
    0 references
    DOI
    10.1111/mafi.12002
    0 references
    author
    Daniel Jon Mitchell
    0 references
    Jonathan B. Goodman
    0 references
    Kumar Muthuraman
    0 references
    publication date
    11 August 2014
    0 references
    Mathematics Subject Classification ID
    91G60
    0 references
    65M38
    0 references
    91G20
    0 references
    60G40
    0 references
    zbMATH DE Number
    6328576
    0 references
    zbMATH Keywords
    optimal stopping
    0 references
    American options
    0 references
    stochastic volatility
    0 references
    early exercise boundary
    0 references
    free-boundary problem
    0 references
    dynamic grid
    0 references
    OpenAlex ID
    W3124018866
    0 references
    cites work
    Q5783502
    0 references
    Q3374309
    0 references
    Q3378055
    0 references
    Q2713016
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2875727&oldid=35404408"
    Powered by MediaWiki