A New Stopping Time Model: A Solution to a Free-Boundary Problem

被引：0
|
作者：
Moawia Alghalith
机构：
[1] University of the West Indies,Department of Economics
来源：
Journal of Optimization Theory and Applications | 2012年 / 152卷
关键词：
Stopping time; Free boundary; American options; Viscosity solutions; 60G40;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We present a new model of stopping times and American options. In so doing, we solve a free-boundary problem.
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页码：265 / 270
页数：5
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