On a free boundary problem for an American put option under the CEV process (Q533479): Difference between revisions

@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing and Hedging Path-Dependent Options Under the CEV Process
+Normal rank
@@ Property / cites work @@
+Asymptotics of Barrier Option Pricing Under the CEV Process
+Normal rank
@@ Property / cites work @@
+PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS
@@ Property / cites work: PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on a Moving Boundary Problem Arising in the American Put Option
+Normal rank
@@ Property / cites work @@
+Asymptotic analysis of the American call option  with dividends
+Normal rank
@@ Property / cites work @@
+Matched asymptotic expansions in financial engineering
+Normal rank
@@ Property / cites work @@
+Optimal exercise boundary for an American put option
+Normal rank
@@ Property / cites work @@
+Ray methods for free boundary problems
@@ Property / cites work: Ray methods for free boundary problems / rank @@
+Normal rank
@@ Property / cites work @@
+American options on assets with dividends near expiry
+Normal rank
@@ Property / cites work @@
+Singular Perturbations in Option Pricing
@@ Property / cites work: Singular Perturbations in Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS
+Normal rank