Free boundary problems and perpetual American strangles

Ming Chi Chang, Yuan-Chung Sheu*

*Corresponding author for this work

Research output: Contribution to journalArticle

2 Scopus citations
Original languageEnglish
Pages (from-to)1149-1155
Number of pages7
JournalQuantitative Finance
Volume13
Issue number8
DOIs
StatePublished - 1 Aug 2013

Cite this