Evaluation of American strangles (Q953735): Difference between revisions

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+Laplace transforms and the American straddle
@@ Property / cites work: Laplace transforms and the American straddle / rank @@
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach
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+Q5568092
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+Optimal Stopping and the American Put
@@ Property / cites work: Optimal Stopping and the American Put / rank @@
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+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
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+Free boundary problem for the heat equation with applications to problems of change of phase. I. General method of solution
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+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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+An optimal stopping problem with linear reward
@@ Property / cites work: An optimal stopping problem with linear reward / rank @@
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+On optimal stopping and free boundary problems
@@ Property / cites work: On optimal stopping and free boundary problems / rank @@
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+Publication:953735