Pages that link to "Item:Q5374084"
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The following pages link to Randomization and the American Put (Q5374084):
Displayed 21 items.
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- On perpetual American put valuation and first-passage in a regime-switching model with jumps (Q1003346) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556) (← links)
- The valuation of American barrier options using the decomposition technique (Q1583156) (← 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)
- The random-time binomial model (Q1960552) (← links)
- Valuing finite-lived Russian options (Q2480974) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- Maturity randomization for stochastic control problems (Q2496502) (← links)
- Financial valuation of guaranteed minimum withdrawal benefits (Q2507939) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- On convergence of a semi-analytical method for American option pricing (Q2577164) (← links)
- Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382) (← links)
- A NEW ANALYTICAL APPROXIMATION FORMULA FOR THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q3421829) (← links)
- Pricing Israeli options: a pathwise approach (Q3429336) (← links)
- CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS WITH AN APPROXIMATION FORMULA (Q3498243) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (Q4653014) (← links)
- An exact and explicit solution for the valuation of American put options (Q5484647) (← links)