A new stopping time model: a solution to a free-boundary problem (Q2429405)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new stopping time model: a solution to a free-boundary problem |
scientific article |
Statements
A new stopping time model: a solution to a free-boundary problem (English)
0 references
27 April 2012
0 references
stopping time
0 references
free boundary
0 references
American options
0 references
viscosity solutions
0 references
