Pages that link to "Item:Q4345908"
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The following pages link to Optimal Stopping and the American Put (Q4345908):
Displaying 50 items.
- The early exercise premium representation for American options on multiply assets (Q253081) (← links)
- Sensitivity analysis of the optimal exercise boundary of the American put option (Q313736) (← links)
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- An alternative approach to the valuation of American options and applications (Q375241) (← links)
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- Analytic solution for American barrier options with two barriers (Q458329) (← links)
- An integral representation approach for valuing American-style installment options with continuous payment plan (Q555073) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- On the problem of optimal stopping for the composite Russian option (Q612170) (← links)
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- Optimal selling of an asset under incomplete information (Q655226) (← links)
- American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
- Valuation of European continuous-installment options (Q660913) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- Valuation of American partial barrier options (Q744405) (← links)
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432) (← links)
- High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
- An explicit finite difference approach to the pricing problems of perpetual Bermudan options (Q842831) (← links)
- A generalized complementarity approach to solving real option problems (Q844678) (← links)
- The Wiener disorder problem with finite horizon (Q860699) (← links)
- The trap of complacency in predicting the maximum (Q879259) (← links)
- Optimal stopping with private information (Q900599) (← links)
- Evaluation of American strangles (Q953735) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- American option pricing under stochastic volatility: an efficient numerical approach (Q970136) (← links)
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
- Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
- Regime uncertainty and optimal investment timing (Q1042377) (← links)
- Numerical pricing of American put options on zero-coupon bonds. (Q1398678) (← links)
- The valuation of American call options on the minimum of two dividend-paying assets (Q1425482) (← links)
- The valuation of American barrier options using the decomposition technique (Q1583156) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- An exactly solvable multiple stochastic optimal stopping problem (Q1712232) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
- An optimal stopping problem with a reward constraint (Q1761452) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027) (← links)
- Convexity of the optimal stopping boundary for the American put option (Q1766723) (← links)
- Analytical pricing of American options (Q1937837) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
