Regularity of the free boundary for the American put option
DOI10.3934/DCDSB.2012.17.1751zbMATH Open1247.35176OpenAlexW2321811916MaRDI QIDQ449272FDOQ449272
Authors: Xinfu Chen, Huibin Cheng 
Publication date: 12 September 2012
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2012.17.1751
PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Corporate finance (dividends, real options, etc.) (91G50) Smoothness and regularity of solutions to PDEs (35B65) Free boundary problems for PDEs (35R35)
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