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scientific article; zbMATH DE number 2042577 - MaRDI portal

scientific article; zbMATH DE number 2042577

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Publication:4450400

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zbMath1050.91035MaRDI QIDQ4450400

Baojun Bian, Li-Shang Jiang

Publication date: 15 February 2004

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

zbMATH Keywords

Black-Scholes equation optimal stopping problem put options

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Free boundary problems for PDEs (35R35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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