Sensitivity analysis of the optimal exercise boundary of the American put option (Q313736): Difference between revisions

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-.1515/gmj-2016-0017
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+An Inverse Problem for a Parabolic Variational Inequality Arising in Volatility Calibration with American Options
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+Properties of American option prices
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+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
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+Volatility misspecification, option pricing and superreplication via coupling
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+Optimal Stopping and the American Put
@@ Property / cites work: Optimal Stopping and the American Put / rank @@
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+Q4368791
@@ Property / cites work: Q4368791 / rank @@
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+Critical price near maturity for an American option on a dividend-paying stock.
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+Optimal stopping, free boundary, and American option in a jump-diffusion model
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+The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate
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+Stochastic calculus for finance. II: Continuous-time models.
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+Exercise regions of American options on several assets
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+Some mathematical results in the pricing of American options
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+.1515/GMJ-2016-0017
@@ Property / DOI: 10.1515/GMJ-2016-0017 / rank @@
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