A new stopping time model: a solution to a free-boundary problem (Q2429405)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new stopping time model: a solution to a free-boundary problem |
scientific article |
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A new stopping time model: a solution to a free-boundary problem (English)
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27 April 2012
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stopping time
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free boundary
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American options
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viscosity solutions
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