A new stopping time and American option model: a solution to the free-boundary problem

We present a new model of stopping times and American options. In so doing, we solve the free-boundary problem.

Year of publication:	2009-12-14
Authors:	Alghalith, Moawia

Type of publication:	Book / Working Paper
Language:	English
Notes:	Alghalith, Moawia (2009): A new stopping time and American option model: a solution to the free-boundary problem.
Classification:	G11 - Portfolio Choice ; G12 - Asset Pricing
Source:	BASE

Persistent link: https://www.econbiz.de/10015221143