List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Nonconvexity of the optimal exercise boundary for an American put option on a dividend-paying asset Mathematical Finance | 2013-02-28 | Paper |
| Regularity of the free boundary for the American put option Discrete and Continuous Dynamical Systems. Series B | 2012-09-12 | Paper |
| New results for the American put option | 2011-11-25 | Paper |
| Far-from-expiry behavior of the American put option on a dividend-paying asset Proceedings of the American Mathematical Society | 2011-03-10 | Paper |
Research outcomes over time
This page was built for person: Huibin Cheng
