Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350)
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scientific article; zbMATH DE number 6065644
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| English | Regularity of the American put option in the Black-Scholes model with general discrete dividends |
scientific article; zbMATH DE number 6065644 |
Statements
Regularity of the American put option in the Black-Scholes model with general discrete dividends (English)
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14 August 2012
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optimal stopping
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American options
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dividends
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early exercise boundary
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smooth contact property
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0.9454823136329652
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0.9439547657966614
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0.8651592135429382
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0.8436886668205261
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0.793934166431427
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