Defaultable perpetual American put option in a last passage time model (Q6569417)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Defaultable perpetual American put option in a last passage time model |
scientific article; zbMATH DE number 7878499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Defaultable perpetual American put option in a last passage time model |
scientific article; zbMATH DE number 7878499 |
Statements
Defaultable perpetual American put option in a last passage time model (English)
0 references
9 July 2024
0 references
option pricing
0 references
last exit time
0 references
optimal stopping
0 references
free-boundary problem
0 references
0 references
0 references
