✦ LIBER ✦

Free boundary and optimal stopping problems for American Asian options

✍ Scribed by Andrea Pascucci

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal Stopping, Free Boundary, and Ame

✍ Huyên Pham 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 215 KB

Pricing American options for jump diffus

✍ Erhan Bayraktar; Hao Xing 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 362 KB

Probabilistic approach to free boundary

✍ Ya. I. Belopolskaya; M. M. Romadanova 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 774 KB

Optimal regularity in the obstacle probl

✍ Marie Frentz; Kaj Nyström; Andrea Pascucci; Sergio Polidoro 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 375 KB