Recommendations
- Evaluation of age-specific vaccination strategies
- Evaluation of vaccination strategies during pandemic outbreaks
- Estimating strain-specific and overall efficacy of polyvalent vaccines against recurrent pathogens from a cross-sectional study
- Hypotheses tests of strain-specific vaccine efficacy adjusted for covariate effects
- A simple analysis of vaccination strategies for rubella
- A unified evaluation of differential vaccine efficacy
- Multiseason transmission for Rift Valley fever in North America
- Estimating the True Incidence of Rubella
- scientific article; zbMATH DE number 1944167
Cites work
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- scientific article; zbMATH DE number 3285476 (Why is no real title available?)
- ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
- American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach
- An optimal stopping problem with linear reward
- Free boundary problem for the heat equation with applications to problems of change of phase. I. General method of solution
- Laplace transforms and the American straddle
- On optimal stopping and free boundary problems
- On the pricing of American options
- Optimal Stopping and the American Put
- The pricing of options and corporate liabilities
Cited in
(26)- Lattice methods for pricing American strangles with two-dimensional stochastic volatility models
- Evaluation of optimal selling and buying boundaries in optimal investment with transaction costs
- American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach
- American strangle options
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon
- Analytical pricing of American options
- American chooser options
- Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion
- Perpetual American straddle option
- Valuation of American strangle option: variational inequality approach
- Pricing variable annuity with surrender guarantee
- American option pricing under stochastic volatility: an efficient numerical approach
- The American straddle close to expiry
- Stabilized explicit Runge-Kutta methods for multi-asset American options
- A method-of-lines approach for solving American option problems
- Laplace bounds approximation for American options
- Valuation of American strangles through an optimized lower-upper bound approach
- American continuous-installment options of barrier type
- The numerical approximation of nonlinear Black--Scholes model for exotic path-dependent American options with transaction cost
- Minimum return guarantees with fund switching rights -- an optimal stopping problem
- Laplace transform method for pricing American CEV strangles option with two free boundaries
- Analytic solution for American strangle options using Laplace-Carson transforms
- Mathematical properties of American chooser options
- Analytic approximations for pricing perpetual American strangle options under constant elasticity of variance model with stochastic volatility
- An integral equation approach for optimal investment policies with partial reversibility
- On the American style futures contracts
This page was built for publication: Evaluation of American strangles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q953735)
