Pages that link to "Item:Q5388745"

The following pages link to The Smooth-Fit Property in an Exponential Lévy Model (Q5388745):

Displaying 7 items.

• Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046) (← links)
• Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956) (← links)
• Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
• The Critical Price of the American Put Near Maturity in the Jump Diffusion Model (Q2808186) (← links)
• A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030) (← links)
• American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
• Perpetual American options with asset-dependent discounting (Q6139952) (← links)