On a constant related to American type options (Q3114558): Difference between revisions

@@ Property / author @@
-Georgiy M. Shevchenko
@@ Property / author: Georgiy M. Shevchenko / rank @@
-Normal rank
@@ Property / author @@
+Georgiy M. Shevchenko
@@ Property / author: Georgiy M. Shevchenko / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+The Valuation of American Options on Multiple Assets
+Normal rank
@@ Property / cites work @@
+A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS
+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.
+Normal rank
@@ Property / cites work @@
+Q3400716
@@ Property / cites work: Q3400716 / rank @@
+Normal rank
@@ Property / cites work @@
+Exercise regions of American options on several assets
+Normal rank
@@ Property / cites work @@
+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3114558