The Critical Price of the American Put Near Maturity in the Jump Diffusion Model (Q2808186): Difference between revisions

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+Q5285464
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+A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions
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+Q4888858
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+Q4848526
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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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+Optimal stopping, free boundary, and American option in a jump-diffusion model
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+Q4435813
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+On optimal stopping and free boundary problems
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+Exercise regions of American options on several assets
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