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On a free boundary problem for an American put option under the CEV process
free boundary problem American option CEV process
2010/10/21
We consider an American put option under the CEV process. This corresponds to a free boundary problem for a PDE. We show that this free bondary satisfies a nonlinear integral equation, and analyze it ...
We prove existence, regularity and a Feynman-Kaˇc representation formula of the strong solution to the free boundary problem arising in the financial problem of the pricing of the American Asian optio...
The Ties That Bind: Mutual Buildings and Loans and the Problem of Agency, 1880-1920
The Ties That Bind: Mutual Buildings Loans the Problem of Agency
2010/10/8
I examine how immigrants used ethnic building and loans (B&Ls) to establish personal networks and overcome the problem of asymmetrical information flows in home finance. American B&Ls
were cooperativ...