The following pages link to On the pricing of American options (Q913622):
Displaying 50 items.
- A semigroup approach to American options (Q1763408) (← links)
- Hedging American contingent claims with constrained portfolios under a higher interest rate for borrowing (Q1771800) (← links)
- Pricing and hedging of american contingent claims in incomplete markets (Q1806063) (← links)
- On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082) (← links)
- Synthetic replication of American contingent claims when portfolios are constrained (Q1890718) (← links)
- American put options with a finite set of exercisable time epochs (Q1905857) (← links)
- Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (Q1922096) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model (Q1946533) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (Q1974042) (← links)
- Probabilistic approach to free boundary problems and pricing of American options (Q2016260) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475) (← links)
- Bermudan options pricing formulas in uncertain financial markets (Q2169605) (← links)
- Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
- Time consistent pricing of options with embedded decisions (Q2180301) (← links)
- Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
- American perpetual options with random start (Q2211060) (← links)
- The correction of multiscale stochastic volatility to American put option: an asymptotic approximation and finite difference approach (Q2236410) (← links)
- American chooser options (Q2271613) (← links)
- American step options (Q2282524) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- Try before you buy: a theory of dynamic information acquisition (Q2324837) (← links)
- G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty (Q2336966) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- Exercise boundary of American-style Asian option (Q2378896) (← links)
- Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (Q2465446) (← links)
- Hedging American contingent claims with arbitrage costs (Q2482406) (← links)
- Properties of American option prices (Q2485809) (← links)
- On the regularity of the free boundary in the parabolic obstacle problem. Application to American options (Q2498794) (← links)
- Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
- The American put is log-concave in the log-price (Q2581491) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- Optimal stopping under model uncertainty and the regularity of lower Snell envelopes (Q2869977) (← links)
- American option valuation using first-passage densities (Q2871435) (← links)
- Portfolios of American options under general preferences: results and counterexamples (Q2875728) (← links)
- Empirical pricing American put options (Q2888935) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- American Option Pricing Using Simulation and Regression: Numerical Convergence Results (Q2920953) (← links)
- Arbitrage-free interval of American contingent claims under proportional transaction cost (Q2937937) (← links)
- COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
- On the solution of complementarity problems arising in American options pricing (Q3096882) (← links)
- On Backward Stochastic Differential Equations Approach to Valuation of American Options (Q3100574) (← links)
- On a constant related to American type options (Q3114558) (← links)
- The Valuation of American Options for a Class of Diffusion Processes (Q3114791) (← links)
- CRITICAL STOCK PRICE NEAR EXPIRATION (Q3126224) (← links)
- ATTAINABLE CLAIMS IN A MARKOV MARKET (Q3126227) (← links)
- Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options (Q3189132) (← links)
- A generalized clark representation formula, with application to optimal portfolios (Q3349710) (← links)
