๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the closed form solution of Troesch's problem

โœ Scribed by S.M Roberts; J.S Shipman


Publisher
Elsevier Science
Year
1976
Tongue
English
Weight
665 KB
Volume
21
Category
Article
ISSN
0021-9991

No coin nor oath required. For personal study only.


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โœ David Feldman ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 520 KB

Pesante, and Catherine Shalen for helpful discussions. I am also grateful to two anonymous referees for valuable comments. 'The price of an American option is the solution of a free boundary problem. In most, if not all, cases these solutions are determined numerically. 'Jamshidian (1989) and Rabi