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Publication:2759779
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zbMath0986.35007MaRDI QIDQ2759779

Min Dai, Li-Shang Jiang

Publication date: 18 December 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

viscosity solutionconvergence of the optimal exercise boundary


Mathematics Subject Classification ID

Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Mathematical economics (91B99) Theoretical approximation in context of PDEs (35A35)


Related Items (6)

Convergence of the trinomial tree method for pricing European/American options ⋮ Convergence of the binomial tree method for Asian options in jump-diffusion models ⋮ Smooth convergence in the binomial model ⋮ One-state variable binomial models for European-/American-style geometric Asian options ⋮ Pricing of perpetual American and Bermudan options by binomial tree method ⋮ Unnamed Item




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