Pages that link to "Item:Q2581491"
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The following pages link to The American put is log-concave in the log-price (Q2581491):
Displaying 3 items.
- Convexity theory for the term structure equation (Q928497) (← links)
- COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
- MONOTONICITY PROPERTIES OF OPTIMAL INVESTMENT STRATEGIES FOR LOG-BROWNIAN ASSET PRICES (Q3446062) (← links)
