The following pages link to ON THE AMERICAN OPTION PROBLEM (Q5464339):
Displayed 7 items.
- The Wiener disorder problem with finite horizon (Q860699) (← links)
- The trap of complacency in predicting the maximum (Q879259) (← links)
- Convexity of the optimal stopping boundary for the American put option (Q1766723) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- Local time-space stochastic calculus for Lévy processes (Q2495381) (← links)
- A change-of-variable formula with local time on curves (Q2576790) (← links)
- The American put option in a one-dimensional diffusion model with level-dependent volatility (Q3429331) (← links)