A long time asymptotic behavior of the free boundary for an American put
2009 ◽
Vol 137
(10)
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pp. 3425-3425
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Cheonghee Ahn
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Hi Jun Choe
◽
Kijung Lee
2009 ◽
Vol 2
(1)
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pp. 37-53
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Min Chen
◽
◽
Olivier Goubet
◽
2020 ◽
Vol 52
(6)
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pp. 5892-5993
Tamara Grava
◽
Alexander Minakov
2020 ◽
Vol 269
(11)
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pp. 10322-10349
2014 ◽
Vol 16
(2)
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pp. 437-534
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2019 ◽
Vol 40
(6)
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pp. 685-705
Jue Wang
◽
QinPan Liu
◽
YueSheng Luo
Yong-Li Sun
◽
Jian-Ping Yu
2021 ◽
Vol 62
(9)
◽
pp. 093507
Qiaoyuan Cheng
◽
Yiling Yang
◽
Engui Fan
Yu-Feng Wang
◽
Nan Liu
◽
Bo-Ling Guo
2017 ◽
Vol 146
(4)
◽
pp. 1713-1729
◽
Shou-Fu Tian
◽
Tian-Tian Zhang
Nan Liu
◽
Mingjuan Chen
◽
Boling Guo