Analysis of the free boundary for the pricing of an American call option (Q2732511)
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scientific article; zbMATH DE number 1623785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the free boundary for the pricing of an American call option |
scientific article; zbMATH DE number 1623785 |
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Analysis of the free boundary for the pricing of an American call option (English)
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19 September 2001
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free boundary problem for the Black-Scholes equation
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nonlinear singular integral equation
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