The American straddle close to expiry (Q2472118)

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scientific article

Language	Label	Description	Also known as
English	The American straddle close to expiry	scientific article

Statements

scholarly article

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The American straddle close to expiry (English)

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Boundary Value Problems

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publication date

20 February 2008

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full work available at URL

https://eudml.org/doc/54160

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MaRDI profile type

MaRDI publication profile

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Asymptotic analysis of American call options

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Laplace transforms and the American straddle

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CRITICAL STOCK PRICE NEAR EXPIRATION

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The Pricing of Options and Corporate Liabilities

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ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS

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Some mathematical results in the pricing of American options

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Optimal Stopping and the American Put

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A nonlinear partial differential equation for american options in the entire domain of the state variable

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Free boundary problem for the heat equation with applications to problems of change of phase. I. General method of solution

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The Cauchy-Stefan problem

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On optimal stopping and free boundary problems

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Identifiers

zbMATH Open document ID

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10.1155/BVP/2006/32835

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2472118

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