On perpetual American options in a multidimensional Black–Scholes model (Q5094573)
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scientific article; zbMATH DE number 7567420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On perpetual American options in a multidimensional Black–Scholes model |
scientific article; zbMATH DE number 7567420 |
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On perpetual American options in a multidimensional Black–Scholes model (English)
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3 August 2022
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perpetual American option
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backward stochastic differential equation
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obstacle problem
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