POLYNOMIAL BOUNDS FOR SOLUTIONS TO BOUNDARY VALUE AND OBSTACLE PROBLEMS WITH APPLICATIONS TO FINANCIAL DERIVATIVE PRICING (Q4601190)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: POLYNOMIAL BOUNDS FOR SOLUTIONS TO BOUNDARY VALUE AND OBSTACLE PROBLEMS WITH APPLICATIONS TO FINANCIAL DERIVATIVE PRICING |
scientific article; zbMATH DE number 6825789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | POLYNOMIAL BOUNDS FOR SOLUTIONS TO BOUNDARY VALUE AND OBSTACLE PROBLEMS WITH APPLICATIONS TO FINANCIAL DERIVATIVE PRICING |
scientific article; zbMATH DE number 6825789 |
Statements
POLYNOMIAL BOUNDS FOR SOLUTIONS TO BOUNDARY VALUE AND OBSTACLE PROBLEMS WITH APPLICATIONS TO FINANCIAL DERIVATIVE PRICING (English)
0 references
12 January 2018
0 references
obstacle problem
0 references
optimal stopping
0 references
dual approach
0 references
free-boundary problem
0 references
polynomial bounds
0 references
American option price
0 references
regime switching
0 references
