Pages that link to "Item:Q4795994"

The following pages link to American options on assets with dividends near expiry (Q4795994):

Displaying 44 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)
• A HODIE finite difference scheme for pricing American options (Q667962) (← 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)
• Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
• Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
• Analytical pricing of American options (Q1937837) (← links)
• Pricing puttable convertible bonds with integral equation approaches (Q1999664) (← links)
• Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← 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)
• On boundary immobilization for one-dimensional Stefan-type problems with a moving boundary having initially parabolic-logarithmic behaviour (Q2700447) (← 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)
• Valuation of American options under the CGMY model (Q4554225) (← links)
• Pricing American-style Parisian up-and-out call options (Q4575271) (← links)
• Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
• Perpetual Options on Multiple Underlyings (Q4585898) (← links)
• PENALTY AMERICAN OPTIONS (Q4631697) (← links)
• INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS (Q4683923) (← 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)