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

@@ Property / author @@
-Michel H. Vellekoop
@@ Property / author: Michel H. Vellekoop / rank @@
-Normal rank
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-Q242787
@@ Property / author: Q242787 / rank @@
-Normal rank
@@ Property / author @@
+Michel H. Vellekoop
@@ Property / author: Michel H. Vellekoop / rank @@
+Normal rank
@@ Property / author @@
+Johannes W. Nieuwenhuis
@@ Property / author: Johannes W. Nieuwenhuis / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2010.533179
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@@ Property / OpenAlex ID @@
+W2055220199
@@ Property / OpenAlex ID: W2055220199 / rank @@
+Normal rank
@@ Property / cites work @@
+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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@@ Property / cites work @@
+Q3925594
@@ Property / cites work: Q3925594 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs and mixed game problem
@@ Property / cites work: Reflected BSDEs and mixed game problem / rank @@
+Normal rank
@@ Property / cites work @@
+Q4274285
@@ Property / cites work: Q4274285 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping and the American Put
@@ Property / cites work: Optimal Stopping and the American Put / rank @@
+Normal rank
@@ Property / cites work @@
+Local times, optimal stopping and semimartingales
@@ Property / cites work: Local times, optimal stopping and semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends
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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 @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4350437
@@ Property / cites work: Q4350437 / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE AMERICAN OPTION PROBLEM
@@ Property / cites work: ON THE AMERICAN OPTION PROBLEM / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3108380