Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model (Q5250037): Difference between revisions

@@ Property / cites work @@
+Q3331506
@@ Property / cites work: Q3331506 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
+Normal rank
@@ Property / cites work @@
+A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options
+Normal rank
@@ Property / cites work @@
+CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET
+Normal rank
@@ Property / cites work @@
+The Valuation of Volatility Options
@@ Property / cites work: The Valuation of Volatility Options / rank @@
+Normal rank
@@ Property / cites work @@
+Convexity of the optimal stopping boundary for the American put option
+Normal rank
@@ Property / cites work @@
+American options on assets with dividends near expiry
+Normal rank
@@ Property / cites work @@
+Two singular diffusion problems
@@ Property / cites work: Two singular diffusion problems / rank @@
+Normal rank
@@ Property / cites work @@
+Q3251632
@@ Property / cites work: Q3251632 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5520962
@@ Property / cites work: Q5520962 / rank @@
+Normal rank
@@ Property / cites work @@
+Analyticity of the free boundary for the Stefan problem
+Normal rank
@@ Property / cites work @@
+Convexity of the free boundary in the Stefan problem and in the dam problem
+Normal rank
@@ Property / cites work @@
+STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS
+Normal rank
@@ Property / cites work @@
+Optimal Stopping and the American Put
@@ Property / cites work: Optimal Stopping and the American Put / rank @@
+Normal rank
@@ Property / cites work @@
+A Free Boundary Problem Connected with the Optimal Stopping Problem for Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Optimal exercise boundary for an American put option
+Normal rank
@@ Property / cites work @@
+Mathematical models of financial derivatives
@@ Property / cites work: Mathematical models of financial derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank