A free boundary problem coming from the perpetual American call options with utility
Work
Year: 2012
Type: article
Authors Liping Song, Wanghui Yu
Institution Soochow University
Cites: 14
Cited by: 4
Related to: 10
FWCI: 0.896
Citation percentile (by year/subfield): 61.51
Subfield: Finance
Domain: Social Sciences
Open Access status: closed