scientific article; zbMATH DE number 222339
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Publication:5285464
zbMath0768.90012MaRDI QIDQ5285464
Guy Barles, Julien Burdeau, Marc Romano, Nicolas Samsœn
Publication date: 29 June 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (6)
Approximation of American put prices by European prices via an embedding method. ⋮ Convexity of the optimal stopping boundary for the American put option ⋮ On the regularity of the free boundary in the parabolic obstacle problem. Application to American options ⋮ The Critical Price of the American Put Near Maturity in the Jump Diffusion Model ⋮ Error estimates for the binomial approximation of American put options ⋮ On the asymptotic free boundary for the American put option problem
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