Pages that link to "Item:Q4906518"
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The following pages link to NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518):
Displaying 4 items.
- Analysis of an optimal stopping problem arising from hedge fund investing (Q2009296) (← links)
- Far-from-expiry behavior of the American put option on a dividend-paying asset (Q3082296) (← links)
- Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (Q3188154) (← links)
- Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (Q4972114) (← links)
