The American put is log-concave in the log-price (Q2581491): Difference between revisions

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+CRITICAL STOCK PRICE NEAR EXPIRATION
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+Q4249197
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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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+Properties of American option prices
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+Robustness of the Black and Scholes Formula
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+Volatility misspecification, option pricing and superreplication via coupling
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+Optimal Stopping and the American Put
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+Preservation of convexity of solutions to parabolic equations
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+On the pricing of American options
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+Q4368791
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+On diffusion semigroups preserving the log-concavity
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+Q4848526
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+The pricing of the American option
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+On optimal stopping and free boundary problems
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