scientific article; zbMATH DE number 2165828
From MaRDI portal
Publication:4675738
Recommendations
- Optimal exercise boundary for an American put option
- Asymptotics for Americans: American options close to expiry
- scientific article; zbMATH DE number 2172775
- A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry
Cited in
(6)- Asymptotic analysis of American call options
- The intersection between European put price and its payoff function
- Asymptotics for Americans: American options close to expiry
- Asymptotic analysis of shout options close to expiry
- American options on assets with dividends near expiry
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4675738)