Glover, Kristoffer; Peskir, Goran; Samee, Farman - Finance Discipline Group, Business School - 2009
rational exercise boundary itself can be characterised as the unique solution to a nonlinear integral equation. Using these … itself can be characterised as the unique solution to a nonlinear
integral equation. Using these results we perform a …, parabolic free-
boundary problem, nonlinear integral equation, local time-space calculus.
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introduced. Similarly to [7] and [8 …