Some mathematical results in the pricing of American options (Q4294297): Difference between revisions

@@ Property / author @@
+S. D. Howison
@@ Property / author: S. D. Howison / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Q3905599
@@ Property / cites work: Q3905599 / 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 @@
+Variational inequalities and the pricing of American options
+Normal rank
@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank
@@ Property / cites work @@
+Q3933378
@@ Property / cites work: Q3933378 / rank @@
+Normal rank
@@ Property / cites work @@
+A Moving Boundary Problem Arising from the Diffusion of Oxygen in Absorbing Tissue
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0956792500001194
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@@ Property / OpenAlex ID @@
+W2077177053
@@ Property / OpenAlex ID: W2077177053 / rank @@
+Normal rank