English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Zendy Plus

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Zendy Tools

Zendy Open

We consider the problem of valuation of American (call and put) optionswritten on a dividend paying stock governed by the geometric Brownian motion.We show that the value function has two different but related representations:by means of a solution of some nonlinear backward stochastic differentialequation and weak solution to some semilinear partial differential equation.

On backward stochastic differential equations approach to valuation of American options