On a free boundary problem for an American put option under the CEV process

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Publication:533479

DOI10.1016/j.aml.2011.02.006zbMath1211.91242arXiv1009.2973OpenAlexW2065539768MaRDI QIDQ533479

Charles Knessl, Miao Xu

Publication date: 3 May 2011

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.2973




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