THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604): Difference between revisions

@@ Property / author @@
-Michel H. Vellekoop
@@ Property / author: Michel H. Vellekoop / rank @@
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@@ Property / author @@
+Michel H. Vellekoop
@@ Property / author: Michel H. Vellekoop / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1111/j.1467-9965.2010.00427.x
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+W2100590044
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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@@ Property / cites work @@
+Reflected BSDEs and mixed game problem
@@ Property / cites work: Reflected BSDEs and mixed game problem / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping and the American Put
@@ Property / cites work: Optimal Stopping and the American Put / rank @@
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@@ Property / cites work @@
+Local times, optimal stopping and semimartingales
@@ Property / cites work: Local times, optimal stopping and semimartingales / rank @@
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@@ Property / cites work @@
+Pricing and Hedging American Options Using Approximations by Kim Integral Equations *
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@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal stopping and free boundary problems
@@ Property / cites work: On optimal stopping and free boundary problems / rank @@
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@@ Property / cites work @@
+The pricing of the American option
@@ Property / cites work: The pricing of the American option / rank @@
+Normal rank
@@ Property / cites work @@
+A change-of-variable formula with local time on curves
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@@ Property / cites work @@
+ON THE AMERICAN OPTION PROBLEM
@@ Property / cites work: ON THE AMERICAN OPTION PROBLEM / rank @@
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
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