Pages that link to "Item:Q4541557"
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The following pages link to Optimal exercise boundary for an American put option (Q4541557):
Displayed 34 items.
- Asymptotic analysis of shout options close to expiry (Q469983) (← links)
- Limitations and improvements of standard spectral methods for pricing standard options (Q531074) (← links)
- On a free boundary problem for an American put option under the CEV process (Q533479) (← links)
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- Installment options close to expiry (Q937477) (← links)
- A variational inequality arising from American installment call options pricing (Q1025812) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
- Convexity of the optimal stopping boundary for the American put option (Q1766723) (← links)
- A Longstaff and Schwartz approach to the early election problem (Q1929895) (← links)
- Analytical pricing of American options (Q1937837) (← links)
- The limiting shape for drifted internal diffusion limited aggregation is a true heat ball (Q2249586) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- Parameter estimation approach to the free boundary for the pricing of an American call option (Q2475863) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- On boundary immobilization for one-dimensional Stefan-type problems with a moving boundary having initially parabolic-logarithmic behaviour (Q2700447) (← links)
- Asymptotics of Barrier Option Pricing Under the CEV Process (Q2786207) (← links)
- Characterization of the American Put Option Using Convexity (Q2889593) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
- THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (Q3370596) (← links)
- American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729) (← links)
- Ray methods for free boundary problems (Q3429097) (← links)
- CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET (Q3502132) (← links)
- A second-order Nyström-type discretization for the early-exercise curve of American put options (Q3636734) (← links)
- A NEW MONTE CARLO METHOD FOR AMERICAN OPTIONS (Q4653042) (← links)
- INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS (Q4683923) (← links)
- Laplace transforms and American options (Q4784303) (← links)
- NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518) (← links)
- Pricing American options by exercise rate optimization (Q4957236) (← links)
- PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD (Q5190051) (← links)
- Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model (Q5250037) (← links)
- LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS (Q5315616) (← links)