The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062): Difference between revisions

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+An Inverse Problem for a Parabolic Variational Inequality Arising in Volatility Calibration with American Options
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+The American put option in a one-dimensional diffusion model with level-dependent volatility
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+On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients
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+CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL
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+Properties of American option prices
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+Robustness of the Black and Scholes Formula
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+Q4086525
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+Volatility misspecification, option pricing and superreplication via coupling
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+Variational inequalities and the pricing of American options
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+Volatility time and properties of option prices
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+SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
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+Optimal stopping, free boundary, and American option in a jump-diffusion model
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+Q4386544
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+Semimartingale Inequalities for The Snell Envelopes
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+Stochastic calculus for finance. II: Continuous-time models.
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