The Value of a Two-Sided Real Swaption (Q5882283): Difference between revisions

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+https://doi.org/10.4208/jms.v55n3.22.06
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@@ Property / OpenAlex ID: W4294292330 / rank @@
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+Q4931757
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+A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options
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+CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET
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+Q4399897
@@ Property / cites work: Q4399897 / rank @@
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+Q3678248
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+Mathematical models of financial derivatives
@@ Property / cites work: Mathematical models of financial derivatives / rank @@
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+Real option model of dynamic growth processes with consumption
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@@ links / mardi / name / links / mardi / name @@
+Publication:5882283