The following pages link to Finite expiry Russian options (Q2485844):
Displaying 9 items.
- The dividend problem with a finite horizon (Q1704142) (← links)
- Valuing finite-lived Russian options (Q2480974) (← links)
- Local time-space stochastic calculus for Lévy processes (Q2495381) (← links)
- Russian options with a finite time horizon (Q4819460) (← links)
- American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
- An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (Q6147820) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
