The following pages link to Huibin Cheng (Q449271):
Displayed 4 items.
- Regularity of the free boundary for the American put option (Q449272) (← links)
- Far-from-expiry behavior of the American put option on a dividend-paying asset (Q3082296) (← links)
- (Q3102956) (← links)
- NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518) (← links)