Pages that link to "Item:Q3557935"

The following pages link to A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions (Q3557935):

Displaying 7 items.

• Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217) (← links)
• Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
• The Critical Price of the American Put Near Maturity in the Jump Diffusion Model (Q2808186) (← links)
• PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (Q3069960) (← links)
• A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)
• Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
• Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process (Q5163683) (← links)