John Chadam

Affiliations: 
University of Pittsburgh, Pittsburgh, PA, United States 
Area:
Mathematics
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"John Chadam"
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Publications

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Chen X, Cheng H, Chadam J. (2013) Nonconvexity of the optimal exercise boundary for an american put option on a dividend-paying asset Mathematical Finance. 23: 169-185
Chen X, Cheng L, Chadam J, et al. (2011) Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions Annals of Applied Probability. 21: 1663-1693
Chen X, Cheng H, Chadam J. (2011) Far-from-expiry behavior of the american put option on a dividend-paying asset Proceedings of the American Mathematical Society. 139: 273-282
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