Work

On the Pricing and Optimal Exercise Boundary of American Options under the HJB Framework

Year: 2026

Type: article

Source: New Mathematics and Natural Computation

DOI: 10.1142/s1793005729500257

Authors: Rakhymzhan Kazbek, Assel Abdilazim, Aidana Abdukarimova

Institutions: Astana IT University, Umeå University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7225807144

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