Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model (Q1039529)
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scientific article; zbMATH DE number 5640598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model |
scientific article; zbMATH DE number 5640598 |
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Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model (English)
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30 November 2009
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exchange option
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free boundary problem
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PDE
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