On a constant related to American type options (Q3114558): Difference between revisions

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Property / cites work: The Valuation of American Options on Multiple Assets / rank
 
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Property / cites work: A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS / rank
 
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Property / cites work: Critical price near maturity for an American option on a dividend-paying stock. / rank
 
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Property / cites work: Q3400716 / rank
 
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Property / cites work: Exercise regions of American options on several assets / rank
 
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On a constant related to American type options
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