Pages that link to "Item:Q2707165"
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The following pages link to Analytical Valuation of American Options on Jump‐Diffusion Processes (Q2707165):
Displayed 3 items.
- A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield (Q3430020) (← links)
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
- An exact and explicit solution for the valuation of American put options (Q5484647) (← links)