Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330)

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Analysis of the optimal exercise boundary of American put options with delivery lags
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    Analysis of the optimal exercise boundary of American put options with delivery lags (English)
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    4 March 2021
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    make-your-mind-up option
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    early exercise premium decomposition
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    optimal exercise boundary
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    free boundary
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    asymptotic behavior
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