Convexity of the optimal stopping boundary for the American put option (Q1766723)
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scientific article; zbMATH DE number 2141773
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convexity of the optimal stopping boundary for the American put option |
scientific article; zbMATH DE number 2141773 |
Statements
Convexity of the optimal stopping boundary for the American put option (English)
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8 March 2005
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Free boundary problem
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Optimal stopping
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Options
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0.8580574989318848
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0.8544204235076904
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0.8360657095909119
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0.8127791881561279
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