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DOI10.12202/j.0476-0301.2020225zbMath1488.91143MaRDI QIDQ3381019

Fang Yuan, Shu Wang

Publication date: 29 September 2021

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

zbMATH Keywords

Black-Scholes equation discontinuous volatility permanent American option

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)

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