Pages that link to "Item:Q2485809"

The following pages link to Properties of American option prices (Q2485809):

Displaying 27 items.

• Sensitivity analysis of the optimal exercise boundary of the American put option (Q313736) (← links)
• How to escape a declining market: capacity investment or exit? (Q323283) (← links)
• Optimal selling of an asset under incomplete information (Q655226) (← links)
• Bubbles, convexity and the Black-Scholes equation (Q835063) (← links)
• The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062) (← links)
• Convexity theory for the term structure equation (Q928497) (← links)
• The shape of the value function under Poisson optimal stopping (Q1994915) (← links)
• Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives (Q2148591) (← links)
• Monotonicity of the value function for a two-dimensional optimal stopping problem (Q2511558) (← links)
• The American put is log-concave in the log-price (Q2581491) (← links)
• Bayesian sequential testing of the drift of a Brownian motion (Q2786497) (← links)
• An Approximate Dynamic Programming Algorithm for Monotone Value Functions (Q2797467) (← links)
• On the American option-pricing model with an uncertain volatility (Q2802662) (← links)
• PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES (Q2875728) (← links)
• OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER (Q3086257) (← links)
• The American put option in a one-dimensional diffusion model with level-dependent volatility (Q3429331) (← links)
• Perpetual Bermudan Continuity Corrections and a Multi-Dimensional Wiener–Hopf Type Result (Q3611814) (← links)
• Perpetual American put options in a level-dependent volatility model (Q4462704) (← links)
• SHORT SELLING WITH MARGIN RISK AND RECALL RISK (Q5066301) (← links)
• Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
• Superreplication of Options on Several Underlying Assets (Q5312838) (← links)
• Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468) (← links)
• On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709) (← links)
• A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options (Q5456303) (← links)
• MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES (Q5487834) (← links)
• Bounds for perpetual American option prices in a jump diffusion model (Q5754695) (← links)
• Perpetual American options with asset-dependent discounting (Q6139952) (← links)