Pages that link to "Item:Q3553810"
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The following pages link to Analysis of the Optimal Exercise Boundary of American Options for Jump Diffusions (Q3553810):
Displaying 10 items.
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217) (← links)
- Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
- An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
- A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- ESO Valuation with Job Termination Risk and Jumps in Stock Price (Q2941470) (← links)
- Free boundary and retirement benefits pricing in a jump-diffusion model (Q3383200) (← links)
- NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
