scientific article; zbMATH DE number 1735427

MaRDI QIDQ4328944zbMATH OpenFDO

Authors Min Dai

Publication date 20 May 2003

zbMATH Keywords

American optionsbinomial treeslookback optionsmathematical finance

Mathematics Subject Classification ID

Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Free boundary problems for PDEs (35R35) Portfolio theory (91G10) Numerical methods (including Monte Carlo methods) (91G60)

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