"Regularity of the Exercise Boundary for American Put Options on Assets ..."

Benjamin Jourdain, Michel H. Vellekoop (2011)

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DOI: 10.1137/100800889

access: closed

type: Journal Article

metadata version: 2017-05-17

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Benjamin Jourdain, Michel H. Vellekoop:
Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends. SIAM J. Financial Math. 2(1): 538-561 (2011)

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