Evaluation of American strangles (Q953735): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Laplace transforms and the American straddle / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5568092 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stopping and the American Put / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the pricing of American options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Free boundary problem for the heat equation with applications to problems of change of phase. I. General method of solution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An optimal stopping problem with linear reward / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal stopping and free boundary problems / rank
 
Normal rank

Latest revision as of 19:53, 28 June 2024

scientific article
Language Label Description Also known as
English
Evaluation of American strangles
scientific article

    Statements

    Evaluation of American strangles (English)
    0 references
    0 references
    0 references
    6 November 2008
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    American options
    0 references
    coupled Volterra integral equation
    0 references
    incomplete Fourier transform
    0 references
    free-boundary problem
    0 references
    0 references