A new stopping time and American option model: a solution to the free-boundary problem
We present a new model of stopping times and American options. In so doing, we solve the free-boundary problem.
|Date of creation:||14 Dec 2009|
|Date of revision:|
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Web page: https://mpra.ub.uni-muenchen.de
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- Jaksa Cvitanic & Fernando Zapatero, 2004. "Introduction to the Economics and Mathematics of Financial Markets," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262532654, March.
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