On a free boundary problem for an American put option under the CEV process (Q533479)
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scientific article; zbMATH DE number 5883282
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On a free boundary problem for an American put option under the CEV process |
scientific article; zbMATH DE number 5883282 |
Statements
On a free boundary problem for an American put option under the CEV process (English)
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3 May 2011
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put option
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asymptotics
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integral equation
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CEV process
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0.8132379651069641
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0.8087813258171082
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0.8029431700706482
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0.8011628985404968
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0.7998539805412292
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