Pages that link to "Item:Q5692938"
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The following pages link to CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (Q5692938):
Displaying 7 items.
- The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062) (← links)
- Optimal early retirement near the expiration of a pension plan (Q854273) (← links)
- Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- On the regularity of the free boundary in the parabolic obstacle problem. Application to American options (Q2498794) (← links)
- OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY (Q3057465) (← links)
- Exercise Boundary Near Maturity for an American Option on Several Assets (Q3580103) (← links)
