An integral equation for American put options on assets with general dividend processes (Q3108380): Difference between revisions

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+https://doi.org/10.1080/17442508.2010.533179
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+W2055220199
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Q3925594
@@ Property / cites work: Q3925594 / rank @@
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+Reflected BSDEs and mixed game problem
@@ Property / cites work: Reflected BSDEs and mixed game problem / rank @@
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+Q4274285
@@ Property / cites work: Q4274285 / rank @@
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+Optimal Stopping and the American Put
@@ Property / cites work: Optimal Stopping and the American Put / rank @@
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+Local times, optimal stopping and semimartingales
@@ Property / cites work: Local times, optimal stopping and semimartingales / rank @@
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+Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends
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+Pricing and Hedging American Options Using Approximations by Kim Integral Equations *
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@@ Property / cites work @@
+Q4039796
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+Q4350437
@@ Property / cites work: Q4350437 / rank @@
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+ON THE AMERICAN OPTION PROBLEM
@@ Property / cites work: ON THE AMERICAN OPTION PROBLEM / rank @@
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