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Free boundary regularity of multi-dimensional American options through blow-ups and global solutions
Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
2007 (English)In: Journal of Computational Mathematics and Optimization, Vol. 3, no 1, p. 39-76Article in journal (Refereed) Published
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2007. Vol. 3, no 1, p. 39-76
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URN: urn:nbn:se:umu:diva-8430OAI: oai:DiVA.org:umu-8430DiVA, id: diva2:148101
Available from: 2008-01-22 Created: 2008-01-22 Last updated: 2018-06-09Bibliographically approved

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Nyström, Kaj

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CiteExportLink to record
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  • apa
  • ieee
  • modern-language-association-8th-edition
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  • de-DE
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