The valuation of American call options on the minimum of two dividend-paying assets (Q1425482): Difference between revisions

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+https://doi.org/10.1214/aoap/1060202832
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@@ Property / cites work @@
+The Valuation of American Options on Multiple Assets
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@@ Property / cites work @@
+Q4241870
@@ Property / cites work: Q4241870 / rank @@
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@@ Property / cites work @@
+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Q3217388
@@ Property / cites work: Q3217388 / rank @@
+Normal rank
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+Q3925594
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+Optimal Stopping of a Markov Process
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+Insights on the Effect of Land Use Choice: The Perpetual Option on the Best of Two Underlying Assets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Optimal Stopping and the American Put
@@ Property / cites work: Optimal Stopping and the American Put / rank @@
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+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
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+Variational inequalities and the pricing of American options
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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 @@
+THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS<sup>1</sup>
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@@ Property / cites work @@
+On optimal stopping and free boundary problems
@@ Property / cites work: On optimal stopping and free boundary problems / rank @@
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@@ Property / cites work @@
+Exercise regions of American options on several assets
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@@ Property / DOI @@
+.1214/AOAP/1060202832
@@ Property / DOI: 10.1214/AOAP/1060202832 / rank @@
+Normal rank