Regularity of the free boundary of an American option on several assets (Q3636924)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity of the free boundary of an American option on several assets |
scientific article |
Statements
Regularity of the free boundary of an American option on several assets (English)
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30 June 2009
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American option
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multiasset option
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free boundary problem
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regularity
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