Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options (Q3189132): Difference between revisions

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-Q217337
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+Marianito R. Rodrigo
@@ Property / author: Marianito R. Rodrigo / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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@@ Property / cites work @@
+Q3994494
@@ Property / cites work: Q3994494 / rank @@
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@@ Property / cites work @@
+AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM
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+Q5287558
@@ Property / cites work: Q5287558 / rank @@
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+Q3786804
@@ Property / cites work: Q3786804 / rank @@
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+Q4349551
@@ Property / cites work: Q4349551 / rank @@
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@@ Property / cites work @@
+Valuing American Options by Simulation: A Simple Least-Squares Approach
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@@ Property / cites work @@
+Option pricing with Mellin transforms
@@ Property / cites work: Option pricing with Mellin transforms / rank @@
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@@ Property / cites work @@
+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
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@@ Property / cites work @@
+A new direct method for solving the Black-Scholes equation
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@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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@@ Property / cites work @@
+Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function
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+American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0956792513000260
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+W1998925254
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+Publication:3189132