Pages that link to "Item:Q4795994"
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The following pages link to American options on assets with dividends near expiry (Q4795994):
Displayed 35 items.
- Asymptotic analysis of shout options close to expiry (Q469983) (← links)
- A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
- On a free boundary problem for an American put option under the CEV process (Q533479) (← links)
- A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- A parabolic variational inequality arising from the valuation of strike reset options (Q860744) (← links)
- Installment options close to expiry (Q937477) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- A new analytical approximation for European puts with stochastic volatility (Q972953) (← links)
- Critical price near maturity for an American option on a dividend-paying stock. (Q1413692) (← links)
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
- Analytical pricing of American options (Q1937837) (← links)
- Weak Galerkin finite element method for valuation of American options (Q2259116) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- Calculating the American options in the default model (Q2371608) (← links)
- On the behaviour near expiry for multi-dimensional American options (Q2465175) (← links)
- Asymptotics of Barrier Option Pricing Under the CEV Process (Q2786207) (← links)
- THE INTERSECTION BETWEEN EUROPEAN PUT PRICE AND ITS PAYOFF FUNCTION (Q2842535) (← links)
- BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS (Q2875727) (← links)
- COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
- OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY (Q3057465) (← links)
- On a constant related to American type options (Q3114558) (← links)
- THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (Q3370596) (← links)
- Ray methods for free boundary problems (Q3429097) (← links)
- A second-order Nyström-type discretization for the early-exercise curve of American put options (Q3636734) (← links)
- Regularity of the free boundary of an American option on several assets (Q3636924) (← links)
- Pricing American-style Parisian up-and-out call options (Q4575271) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- A front-fixing finite element method for the valuation of American options with regime switching (Q4903537) (← links)
- PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD (Q5190051) (← links)
- Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model (Q5250037) (← links)
- LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS (Q5315616) (← links)
- Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468) (← links)
- CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (Q5692938) (← links)