A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions (Q3557935)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions |
scientific article |
Statements
A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions (English)
0 references
28 April 2010
0 references
optimal stopping
0 references
Markov processes
0 references
jump diffusions
0 references
American options
0 references
integro-differential equations
0 references
parabolic free boundary equations
0 references
