The following pages link to (Q4848526):
Displaying 13 items.
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- Critical price near maturity for an American option on a dividend-paying stock. (Q1413692) (← links)
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
- Convexity of the optimal stopping boundary for the American put option (Q1766723) (← links)
- Approximation of American put prices by European prices via an embedding method. (Q1872409) (← 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)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
- The American put is log-concave in the log-price (Q2581491) (← links)
- The Critical Price of the American Put Near Maturity in the Jump Diffusion Model (Q2808186) (← links)
- Russian options with a finite time horizon (Q4819460) (← links)
