Pages that link to "Item:Q1627819"

The following pages link to Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819):

Displaying 2 items.

• Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
• Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)