Pages that link to "Item:Q1966381"
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The following pages link to Exercise regions of American options on several assets (Q1966381):
Displaying 25 items.
- Sensitivity analysis of the optimal exercise boundary of the American put option (Q313736) (← links)
- Hybrid or electric vehicles? A real options perspective (Q969505) (← links)
- Technology choice under several uncertainty sources (Q976494) (← links)
- Critical price near maturity for an American option on a dividend-paying stock. (Q1413692) (← links)
- The valuation of American call options on the minimum of two dividend-paying assets (Q1425482) (← links)
- Long-term risk management of nuclear waste: A real options approach (Q1614796) (← links)
- On optimal stopping of multidimensional diffusions (Q2000159) (← links)
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← 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 convergence of a semi-analytical method for American option pricing (Q2577164) (← links)
- The Critical Price of the American Put Near Maturity in the Jump Diffusion Model (Q2808186) (← links)
- The structure of the stopping region in a Lévy model (Q2849252) (← links)
- Properties of the optimal stopping domain in the Lévy model (Q2923390) (← links)
- OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (Q3100755) (← links)
- On a constant related to American type options (Q3114558) (← links)
- Exercise Boundary Near Maturity for an American Option on Several Assets (Q3580103) (← links)
- ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS (Q3608737) (← links)
- Regularity of the free boundary of an American option on several assets (Q3636924) (← links)
- The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698) (← links)
- QUANTO LOOKBACK OPTIONS (Q4673851) (← links)
- MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING (Q5193009) (← links)
- AMERICAN OPTIONS AND INCOMPLETE INFORMATION (Q5242957) (← links)
- On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709) (← links)
- On American Derivatives and Related Obstacle Problems (Q5696869) (← links)
