Huibin Cheng
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Nonconvexity of the optimal exercise boundary for an American put option on a dividend-paying asset Mathematical Finance | 2013-02-28 | Paper |
| Regularity of the free boundary for the American put option Discrete and Continuous Dynamical Systems. Series B | 2012-09-12 | Paper |
| New results for the American put option | 2011-11-25 | Paper |
| Far-from-expiry behavior of the American put option on a dividend-paying asset Proceedings of the American Mathematical Society | 2011-03-10 | Paper |
Research outcomes over time
This page was built for person: Huibin Cheng
