Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046): Difference between revisions

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+.0284
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+CRITICAL STOCK PRICE NEAR EXPIRATION
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+Q4888858
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options
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+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / 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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+Q4848526
@@ Property / cites work: Q4848526 / rank @@
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+Exercise boundary of the American put near maturity in an exponential Lévy model
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+The critical price for the American put in an exponential Lévy model
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+The Smooth-Fit Property in an Exponential Lévy Model
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+Critical price near maturity for an American option on a dividend-paying stock.
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+PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES
@@ Property / cites work: PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES / rank @@
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+American and European options in multi-factor jump-diffusion models, near expiry
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+Optimal stopping, free boundary, and American option in a jump-diffusion model
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+Q4937701
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+Numerical Analysis of American Option Pricing in a Jump-Diffusion Model
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