Pages that link to "Item:Q2271721"
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The following pages link to The critical price for the American put in an exponential Lévy model (Q2271721):
Displayed 4 items.
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046) (← links)
- The structure of the stopping region in a Lévy model (Q2849252) (← links)
- NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518) (← links)