On the integral relationship between the early exercise boundary and the value function of the American put option (Q2317104)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the integral relationship between the early exercise boundary and the value function of the American put option |
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On the integral relationship between the early exercise boundary and the value function of the American put option (English)
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8 August 2019
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American put option
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early exercise boundary
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energy inequality for the difference of two convex functions
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