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A Note on a Moving Boundary Problem Arising in the American Put Option
Home
Publications
A Note on a Moving Boundary Problem Arising in the American Put Option
A Note on a Moving Boundary Problem Arising in the American Put Option
Charles Knessl
Charles Knessl
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1 August 2001
journal article
Published by
Wiley
in
Studies in Applied Mathematics
Vol. 107
(2)
,
157-183
https://doi.org/10.1111/1467-9590.00183
Abstract
No abstract available
Keywords
MOVING BOUNDARY
NOTE
BOUNDARY PROBLEM
AMERICAN PUT
PUT OPTION
PROBLEM ARISING
Cited by 18 articles