CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q4742671
@@ Property / cites work: Q4742671 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing American Stock Options by Linear Programming
+Normal rank
@@ Property / cites work @@
+Finite dimensional filters for a discrete-time nonlinear system with generalized gaussian white noise
+Normal rank
@@ Property / cites work @@
+MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
+Normal rank
@@ Property / cites work @@
+Changes of numéraire, changes of probability measure and option pricing
+Normal rank
@@ Property / cites work @@
+Variational inequalities and the pricing of American options
+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 @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Approximation of Optimal Stopping Problems with Application to Financial Mathematics
+Normal rank
@@ Property / cites work @@
+On optimal stopping and free boundary problems
@@ Property / cites work: On optimal stopping and free boundary problems / rank @@
+Normal rank
@@ Property / cites work @@
+The pricing of the American option
@@ Property / cites work: The pricing of the American option / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Analysis of American Option Pricing in a Jump-Diffusion Model
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1081/sap-120006104
+Normal rank
@@ Property / OpenAlex ID @@
+W2048967048
@@ Property / OpenAlex ID: W2048967048 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4796575