Subject
Applied Mathematics,Computational Mathematics
Reference55 articles.
1. The saga of the American put;Barone-Adesi;J. Bank. Financ.,2005
2. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973
3. Theory of rational option pricing;Merton;Bell J. Econ.,1973
4. Appendix: A free boundary problem for the heat equation arising from a problem in mathematical economics;McKean;Ind. Manag. Rev.,1965
5. On optimal stopping and free boundary problems;van Moerbeke;Arch. Ration. Mech. Anal.,1976
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献