The British Put Option
type: Item
instance of: scholarly article
title: The British Put Option
zbMATH Open document ID: 1239.91166
DOI: 10.1080/1350486X.2011.591167
author: Goran Peskir
author: Farman Samee
published in: Applied Mathematical Finance
publication date: 2012-06-08T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6043672
zbMATH Keywords: British put option
zbMATH Keywords: American put option
zbMATH Keywords: European put option
zbMATH Keywords: arbitrage-free price
zbMATH Keywords: rational exercise boundary
zbMATH Keywords: liquid/illiquid market
zbMATH Keywords: geometric Brownian motion
zbMATH Keywords: optimal stopping
zbMATH Keywords: parabolic free-boundary problem
zbMATH Keywords: nonlinear integral equation
zbMATH Keywords: local time-space calculus
zbMATH Keywords: non-monotone free boundary
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6043672