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Q4672209 - MaRDI portal

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scientific article; zbMATH DE number 2163372
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English
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scientific article; zbMATH DE number 2163372

    Statements

    author
    Hongtao Yang
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    publication date
    29 April 2005
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    zbMATH Keywords
    American put option
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    zero-coupon bond
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    optimal stopping problem
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    optimal exercise boundary
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    free boundary problem
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60G40
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    35R35
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    49J40
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    91B24
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    zbMATH DE Number
    2163372
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