Huibin Cheng


Ph.D. University of Pittsburgh 2011 UnitedStates
Dissertation: Non-convexity of the optimal exercise boundary for an American put option on a dividend-paying asset
Mathematics Subject Classification: 35—Partial differential equations

Advisor 1: Xinfu Chen
Advisor 2: John Martin Chadam

No students known.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 161979 for the advisor ID.