Pages that link to "Item:Q3189132"
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The following pages link to Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options (Q3189132):
Displayed 4 items.
- Jumping hedges on the strength of the Mellin transform (Q2143532) (← links)
- Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics (Q2306987) (← links)
- Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms (Q4600764) (← links)
- On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics (Q6042678) (← links)