The following pages link to American Strangle Options (Q5149268):
Displaying 3 items.
- Valuation of American strangle option: variational inequality approach (Q1755938) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)