Pages that link to "Item:Q3673283"
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The following pages link to THE ANALYTICITY AND GENERAL SOLUTION OF THE CAUCHY-STEFAN PROBLEM (Q3673283):
Displayed 10 items.
- Investment timing under hybrid stochastic and local volatility (Q340490) (← links)
- A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966) (← links)
- Pricing perpetual American options under a stochastic-volatility model with fast mean reversion (Q550461) (← links)
- Pricing perpetual American options under multiscale stochastic elasticity of variance (Q728150) (← links)
- Multiscale analysis of a perpetual American option with the stochastic elasticity of variance (Q2339015) (← links)
- A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options (Q2339349) (← links)
- SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT? (Q3225029) (← links)
- A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility (Q4903539) (← links)
- An exact and explicit solution for the valuation of American put options (Q5484647) (← links)
- (Q6043631) (← links)