Pages that link to "Item:Q2271721"
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The following pages link to The critical price for the American put in an exponential Lévy model (Q2271721):
Displayed 13 items.
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046) (← links)
- Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
- Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
- The Critical Price of the American Put Near Maturity in the Jump Diffusion Model (Q2808186) (← links)
- The structure of the stopping region in a Lévy model (Q2849252) (← links)
- Properties of the optimal stopping domain in the Lévy model (Q2923390) (← links)
- ESO Valuation with Job Termination Risk and Jumps in Stock Price (Q2941470) (← links)
- NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518) (← links)
- Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)