An explicit series approximation to the optimal exercise boundary of American put options (Q718216): Difference between revisions

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+Option pricing: A simplified approach
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+Variational inequalities and the pricing of American options
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+Fast numerical valuation of American, exotic and complex options
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+Q4356580
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+An optimal stopping problem with linear reward
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+On the regularity of the free boundary in the parabolic obstacle problem. Application to American options
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+CRITICAL STOCK PRICE NEAR EXPIRATION
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+Optimal exercise boundary for an American put option
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+On the optimal exercise boundary for an American put option
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+American options on assets with dividends near expiry
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+A Note on a Moving Boundary Problem Arising in the American Put Option
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+Solitary wave solutions to the Kuramoto-Sivashinsky equation by means of the homotopy analysis method
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+On exact solution of Laplace equation with Dirichlet and Neumann boundary conditions by the homotopy analysis method
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+Series solutions of nano boundary layer flows by means of the homotopy analysis method
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+On the interaction of deep water waves and exponential shear currents
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+An exact and explicit solution for the valuation of American put options
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+Extension of Goldstein's series for the Oseen drag of a sphere
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