Pages that link to "Item:Q5961568"

The following pages link to Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568):

Displaying 48 items.

• Sensitivity analysis of the optimal exercise boundary of the American put option (Q313736) (← links)
• Convergence of hitting times for jump-diffusion processes (Q340776) (← links)
• A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
• Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888) (← links)
• Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
• Control-limit policies for a class of stopping time problems with termination restrictions (Q499675) (← links)
• Local elliptic regularity for the Dirichlet fractional Laplacian (Q524666) (← links)
• A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
• On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
• The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
• The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062) (← links)
• Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917) (← links)
• Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
• Pricing American options when asset prices jump (Q969504) (← links)
• Value function regularity in option pricing problems under a pure jump model (Q1678504) (← links)
• Obstacle problems and free boundaries: an overview (Q1735713) (← links)
• Numerical approximation of the integral fractional Laplacian (Q1740633) (← links)
• Analytical solution for an investment problem under uncertainties with shocks (Q1751925) (← links)
• On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027) (← links)
• Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
• A Longstaff and Schwartz approach to the early election problem (Q1929895) (← 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)
• Unbalanced \((p,2)\)-fractional problems with critical growth (Q2033253) (← links)
• The thin obstacle problem: a survey (Q2075298) (← links)
• Some existence and uniqueness results for logistic Choquard equations (Q2089937) (← links)
• Deep learning of free boundary and Stefan problems (Q2128318) (← links)
• Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
• Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
• A new form of the early exercise premium for American type derivatives (Q2213635) (← links)
• The limiting shape for drifted internal diffusion limited aggregation is a true heat ball (Q2249586) (← links)
• The critical price for the American put in an exponential Lévy model (Q2271721) (← links)
• A PDE approach to fractional diffusion: a space-fractional wave equation (Q2315197) (← links)
• A simple numerical method for pricing an American put option (Q2375408) (← links)
• PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
• Obstacle problem for nonlinear integro-differential equations arising in option pricing (Q2467933) (← links)
• Analytical binomial lookback options with double-exponential jumps (Q2510894) (← links)
• Optimal stopping problem for jump-diffusion processes with regime-switching (Q2665293) (← links)
• The Critical Price of the American Put Near Maturity in the Jump Diffusion Model (Q2808186) (← links)
• Finite Element Approximation of the Parabolic Fractional Obstacle Problem (Q2817784) (← links)
• ESO Valuation with Job Termination Risk and Jumps in Stock Price (Q2941470) (← links)
• Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739) (← links)
• Optimal Stopping Problems for Asset Management (Q3167333) (← links)
• Free boundary and retirement benefits pricing in a jump-diffusion model (Q3383200) (← links)
• Optimal entry and consumption under habit formation (Q5084791) (← links)
• Modeling and Computation of CO₂Allowance Derivatives Under Jump-Diffusion Processes (Q5153684) (← links)
• Error analysis of finite difference scheme for American option pricing under regime-switching with jumps (Q6049312) (← links)
• An adaptive finite element method for the sparse optimal control of fractional diffusion (Q6071650) (← links)