The American put option in a one-dimensional diffusion model with level-dependent volatility (Q3429331): Difference between revisions

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+On optimal stopping and free boundary problems
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+Optimal Stopping and the American Put
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+The pricing of the American option
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+ON THE AMERICAN OPTION PROBLEM
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+Volatility time and properties of option prices
@@ Property / cites work: Volatility time and properties of option prices / rank @@
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+Properties of American option prices
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+Semimartingale Inequalities for The Snell Envelopes
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+Local times, optimal stopping and semimartingales
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+Q4172681
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