Huibin Cheng
From MaRDI portal
Person:449271
Available identifiers
zbMath Open cheng.huibinMaRDI QIDQ449271
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 | 2013-02-28 | Paper |
| Regularity of the free boundary for the American put option | 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 | 2011-03-10 | Paper |
Research outcomes over time
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