Free boundary problems and perpetual American strangles

被引：4

作者：

Chang, Ming-Chi ^{[1
]}

Sheu, Yuan-Chung ^{[1
]}

机构：

[1] Natl Chiao Tung Univ, Dept Appl Math, Hsinchu, Taiwan

来源：

QUANTITATIVE FINANCE | 2013年 / 13卷 / 08期

关键词：

OPTIMAL STOPPING PROBLEMS; OPTIONS;

D O I：

10.1080/14697688.2013.770159

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：1149 / 1155

页数：7

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