On the early exercise boundary of the American put option

Keyphrases

• Early Exercise Boundary 100%
• American Put Option 100%
• Accurate Approximation 50%
• Short-term Behavior 50%
• Put Option 50%
• Free Boundary Value Problem 50%
• Black-Scholes Theory 50%
• Melting Ice 50%
• American-style 50%

Mathematics

• Integral Equation 100%
• American Option 100%
• Upper Bound 50%
• Numerical Computation 50%
• Asymptotic Expansion 50%
• Function Value 50%
• Boundary Value Problems 50%