Huibin Cheng, Ph.D.
Affiliations: | 2011 | University of Pittsburgh, Pittsburgh, PA, United States |
Area:
MathematicsGoogle:
"Huibin Cheng"Parents
Sign in to add mentorJohn Chadam | grad student | 2011 | University of Pittsburgh | |
(Non-convexity of the optimal exercise boundary for an American put option on a dividend-paying asset.) |