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Tag: free-boundary

2 items with this tag.

  • Sep 12, 2026

    3.6 American Options & Optimal Stopping

    • pillar-derivative-pricing
    • american-options
    • optimal-stopping
    • free-boundary
    • index-hub
  • Sep 12, 2026

    3.6.4 The Free Boundary & the Linear-Complementarity Problem

    • pillar-derivative-pricing
    • american-options
    • free-boundary
    • variational-inequality
    • linear-complementarity
    • smooth-pasting

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