Pages that link to "Item:Q1413692"
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The following pages link to Critical price near maturity for an American option on a dividend-paying stock. (Q1413692):
Displaying 19 items.
- Sensitivity analysis of the optimal exercise boundary of the American put option (Q313736) (← links)
- Optimal early retirement near the expiration of a pension plan (Q854273) (← links)
- Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046) (← links)
- Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
- On the binomial approximation of the American put (Q2198165) (← links)
- An improvement of an analytical approximation method for American options (Q2247338) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- On the behaviour near expiry for multi-dimensional American options (Q2465175) (← links)
- On the regularity of the free boundary in the parabolic obstacle problem. Application to American options (Q2498794) (← links)
- The Critical Price of the American Put Near Maturity in the Jump Diffusion Model (Q2808186) (← links)
- The free boundary problem of American butterfly option (Q2874186) (← links)
- On a constant related to American type options (Q3114558) (← links)
- Exercise Boundary Near Maturity for an American Option on Several Assets (Q3580103) (← links)
- Regularity of the free boundary of an American option on several assets (Q3636924) (← links)
- American options on assets with dividends near expiry (Q4795994) (← links)
- NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518) (← links)
- CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (Q5692938) (← links)
- A new integral equation for Brownian stopping problems with finite time horizon (Q6115254) (← links)
- FX Open Forward (Q6657683) (← links)
