A new stopping time and American option model: a solution to the free-boundary problem

Alghalith Moawia

MPRA Paper from University Library of Munich, Germany

Abstract: We present a new model of stopping times and American options. In so doing, we solve the free-boundary problem.

Keywords: stopping time; option; free-boundary; stochastic (search for similar items in EconPapers)
JEL-codes: G11 G12 (search for similar items in EconPapers)
Date: 2009-12-14
New Economics Papers: this item is included in nep-ore
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https://mpra.ub.uni-muenchen.de/19318/1/MPRA_paper_19318.pdf original version (application/pdf)
https://mpra.ub.uni-muenchen.de/21952/1/MPRA_paper_21952.pdf revised version (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:19318

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