Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2012.05.009
+Normal rank
@@ Property / OpenAlex ID @@
+W2052873441
@@ Property / OpenAlex ID: W2052873441 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3331506
@@ Property / cites work: Q3331506 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of the Optimal Exercise Boundary of American Options for Jump Diffusions
+Normal rank
@@ Property / cites work @@
+Q4714465
@@ Property / cites work: Q4714465 / rank @@
+Normal rank
@@ Property / cites work @@
+A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options
+Normal rank
@@ Property / cites work @@
+CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET
+Normal rank
@@ Property / cites work @@
+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
+Normal rank
@@ Property / cites work @@
+Convexity of the optimal stopping boundary for the American put option
+Normal rank
@@ Property / cites work @@
+THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS
+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 @@
+Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4848526
@@ Property / cites work: Q4848526 / rank @@
+Normal rank
@@ Property / cites work @@
+The critical price for the American put in an exponential Lévy model
+Normal rank
@@ 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 @@
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal stopping and free boundary problems
@@ Property / cites work: On optimal stopping and free boundary problems / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Pricing of Derivatives on Assets with Discrete Dividends
+Normal rank
@@ Property / cites work @@
+An integral equation for American put options on assets with general dividend processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:444350