scientific article; zbMATH DE number 222339

zbMATH Open0768.90012MaRDI QIDQ5285464FDOQ5285464

Authors: Guy Barles, Julien Burdeau, Marc Romano, Nicolas Samsœn 

Publication date: 29 June 1993

Title of this publication is not available (Why is that?)

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zbMATH Keywords

American optionscritical stock price

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cited In (6)

• Approximation of American put prices by European prices via an embedding method.
• On the regularity of the free boundary in the parabolic obstacle problem. Application to American options
• Error estimates for the binomial approximation of American put options
• On the asymptotic free boundary for the American put option problem
• The critical price of the American put near maturity in the jump diffusion model
• Convexity of the optimal stopping boundary for the American put option

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