A free boundary problem coming from the perpetual American call options with utility (Q2839199)
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scientific article; zbMATH DE number 6184178
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A free boundary problem coming from the perpetual American call options with utility |
scientific article; zbMATH DE number 6184178 |
Statements
A free boundary problem coming from the perpetual American call options with utility (English)
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4 July 2013
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free boundary problem
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American call options
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utility function
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0.8346177935600281
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0.8256642818450928
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0.8210050463676453
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0.8204215168952942
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0.8196612000465393
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