scientific article; zbMATH DE number 2163372
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Publication:4672209
zbMath1124.91038MaRDI QIDQ4672209
Publication date: 29 April 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
free boundary problemoptimal stopping problemAmerican put optionoptimal exercise boundaryzero-coupon bond
Variational inequalities (49J40) Microeconomic theory (price theory and economic markets) (91B24) Stopping times; optimal stopping problems; gambling theory (60G40) Free boundary problems for PDEs (35R35)
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