INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS (Q4683923): Difference between revisions

@@ Property / author @@
-Joanna M. Goard
@@ Property / author: Joanna M. Goard / rank @@
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@@ Property / author @@
+Joanna M. Goard
@@ Property / author: Joanna M. Goard / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Laplace transforms and the American straddle
@@ Property / cites work: Laplace transforms and the American straddle / rank @@
+Normal rank
@@ Property / cites work @@
+The American straddle close to expiry
@@ Property / cites work: The American straddle close to expiry / rank @@
+Normal rank
@@ Property / cites work @@
+Q2921636
@@ Property / cites work: Q2921636 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3076929
@@ Property / cites work: Q3076929 / rank @@
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@@ Property / cites work @@
+CRITICAL STOCK PRICE NEAR EXPIRATION
@@ Property / cites work: CRITICAL STOCK PRICE NEAR EXPIRATION / rank @@
+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 / cites work @@
+Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products
+Normal rank
@@ Property / cites work @@
+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
+Normal rank
@@ Property / cites work @@
+OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT
+Normal rank
@@ Property / cites work @@
+Some mathematical results in the pricing of American options
+Normal rank
@@ Property / cites work @@
+American options on assets with dividends near expiry
+Normal rank
@@ Property / cites work @@
+Analyticity of the free boundary for the Stefan problem
+Normal rank
@@ Property / cites work @@
+Exact solutions for a strike reset put option and a shout call option
+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 @@
+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on a Moving Boundary Problem Arising in the American Put Option
+Normal rank
@@ Property / cites work @@
+Free boundary problem for the heat equation with applications to problems of change of phase. I. General method of solution
+Normal rank
@@ Property / cites work @@
+Optimal exercise boundary for an American put option
+Normal rank
@@ Property / cites work @@
+Q4349551
@@ Property / cites work: Q4349551 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+The analyticity of solutions of the Stefan problem
+Normal rank
@@ Property / cites work @@
+The Cauchy-Stefan problem
@@ Property / cites work: The Cauchy-Stefan problem / rank @@
+Normal rank
@@ Property / cites work @@
+Q3594586
@@ Property / cites work: Q3594586 / rank @@
+Normal rank
@@ Property / cites work @@
+Shout options: A framework for pricing contracts which can be modified by the investor
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@@ Property / cites work @@
+PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s1446181118000160
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@@ Property / OpenAlex ID @@
+W2886934062
@@ Property / OpenAlex ID: W2886934062 / rank @@
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