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Exercise regions of American options on several assets |
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| Authors: | Stephane Villeneuve |
| Affiliation: | (1) Equipe d'Analyse et de Math' ematiques Appliquées, Université de Marne-la-Vallée, 2 rue de la Butte Verte, F-93166 Noisy-le-Grand Cedex, France (e-mail: villeneu@math.univ-mlv.fr) , FR |
| Abstract: | |
| Keywords: | :Optimal stopping free boundary problems American options |
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