Pages that link to "Item:Q1425482"

The following pages link to The valuation of American call options on the minimum of two dividend-paying assets (Q1425482):

Displaying 11 items.

• The early exercise premium representation for American options on multiply assets (Q253081) (← links)
• Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
• Making the best of best-of (Q1025611) (← links)
• CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
• OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (Q3100755) (← links)
• The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
• Exercise Boundary Near Maturity for an American Option on Several Assets (Q3580103) (← links)
• The functional Meyer–Tanaka formula (Q4584281) (← links)
• Optimal Regularity in Rooftop-Like Obstacle Problem (Q4933519) (← links)
• A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
• An implicit scheme for American put options (Q6057151) (← links)