Properties of American option prices (Q2485809): Difference between revisions

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+On the properties of \(r\)-excessive mappings for a class of diffusions
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+On the theory of option pricing
@@ Property / cites work: On the theory of option pricing / rank @@
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+Q3925594
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+Robustness of the Black and Scholes Formula
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+Optimal Stopping Rules for Stochastic Processes with Continuous Parameter
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+Optimal Stopping of a Markov Process
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+Volatility misspecification, option pricing and superreplication via coupling
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+Volatility time and properties of option prices
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+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
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+Q4368791
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+Sur l'approximation des réduites. (On the approximation of residues)
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+Functional convergence of Snell envelopes: Applications to American options approximations
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+Q4226355
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+Q3862204
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