OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY (Q3057465): Difference between revisions

@@ Property / author @@
-Song-Ping Zhu
@@ Property / author: Song-Ping Zhu / rank @@
-Normal rank
@@ Property / author @@
+Song-Ping Zhu
@@ Property / author: Song-Ping Zhu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+American options on assets with dividends near expiry
+Normal rank
@@ Property / cites work @@
+CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL
+Normal rank
@@ Property / cites work @@
+An introduction to the mathematical theory of inverse problems
+Normal rank
@@ Property / cites work @@
+An exact and explicit solution for the valuation of American put options
+Normal rank
@@ Property / cites work @@
+CRITICAL STOCK PRICE NEAR EXPIRATION
@@ Property / cites work: CRITICAL STOCK PRICE NEAR EXPIRATION / rank @@
+Normal rank