A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options (Q3593056)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options |
scientific article |
Statements
A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options (English)
0 references
24 September 2007
0 references
early exercise boundary
0 references
existence and uniqueness
0 references
numerical and analytical approximations
0 references
