Pages that link to "Item:Q1766723"

The following pages link to Convexity of the optimal stopping boundary for the American put option (Q1766723):

Displaying 19 items.

• An improved method for pricing and hedging long dated American options (Q323396) (← links)
• Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
• Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
• Pricing American options under multi-states: a radial basis collocation approach (Q725397) (← links)
• Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330) (← links)
• Analysis of an optimal stopping problem arising from hedge fund investing (Q2009296) (← links)
• Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
• Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives (Q2148591) (← links)
• Exercise boundary of American-style Asian option (Q2378896) (← links)
• On the behaviour near expiry for multi-dimensional American options (Q2465175) (← links)
• On the asymptotic free boundary for the American put option problem (Q2577472) (← links)
• A closed-form solution to American options under general diffusion processes (Q2869962) (← links)
• The free boundary problem of American butterfly option (Q2874186) (← links)
• COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
• A long time asymptotic behavior of the free boundary for an American put (Q3182581) (← links)
• NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518) (← links)
• Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model (Q5250037) (← links)
• A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398) (← links)
• Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468) (← links)