On the Early Exercise Boundary of the American Put Option (Q3149829)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Early Exercise Boundary of the American Put Option |
scientific article |
Statements
On the Early Exercise Boundary of the American Put Option (English)
0 references
29 September 2002
0 references
American put option
0 references
Black-Scholes model
0 references
Stefan problem
0 references
integral equation
0 references
short time bound
0 references
