NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND-PAYING ASSET
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2011.00500.x/fullpdf
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5. Analysis of the Optimal Exercise Boundary of American Option for Jump Diffusions;Bayraktar;SIAM. J. Math. Anal.,2009
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