The following pages link to On the pricing of American options (Q913622):
Displaying 50 items.
- Approximations for the values of american options (Q3353912) (← links)
- The pricing problem for a class of permanent American option (Q3381019) (← links)
- American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729) (← links)
- Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing (Q3411074) (← links)
- A NEW ANALYTICAL APPROXIMATION FORMULA FOR THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q3421829) (← links)
- The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
- A digitalized employee option (Q3429335) (← links)
- American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach (Q3515079) (← links)
- WORST-CASE SCENARIOS FOR AMERICAN OPTIONS (Q3523541) (← links)
- REPLICATION OF AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3523581) (← links)
- ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765) (← links)
- On the American Option Value Near its Exercise Region (Q3618167) (← links)
- The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698) (← links)
- PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS (Q4226853) (← links)
- Term structure of interest rates: Discontinuous case (Q4234440) (← links)
- (Q4239632) (← links)
- (Q4311839) (← links)
- Optimal Stopping and the American Put (Q4345908) (← links)
- ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS (Q4345925) (← links)
- Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> (Q4345932) (← links)
- A Martingale Representation Result and an Application to Incomplete Financial Markets (Q4345933) (← links)
- Convergence of the Critical Price In the Approximation of American Options (Q4372008) (← links)
- ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS<sup>1</sup> (Q4372015) (← links)
- Perpetual American put options in a level-dependent volatility model (Q4462704) (← links)
- THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS (Q4555849) (← links)
- Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835) (← links)
- BEHAVIORAL VALUE ADJUSTMENTS (Q4602492) (← links)
- American option pricing under financial crisis (Q4620243) (← links)
- American Options with Discontinuous Two-Level Caps (Q4635248) (← links)
- INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS (Q4683923) (← links)
- CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575) (← links)
- Contingent claim valuation in a market with different interest rates (Q4859449) (← links)
- NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518) (← links)
- Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823) (← links)
- Pricing formulas for perpetual American options with general payoffs (Q5065585) (← links)
- (Q5088812) (← links)
- On perpetual American options in a multidimensional Black–Scholes model (Q5094573) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
- Conditional expectation determination based on the J-process using Malliavin calculus applied to pricing American options (Q5219504) (← links)
- Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach (Q5270095) (← links)
- ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS (Q5411397) (← links)
- The obstacle problem for a class of hypoelliptic ultraparabolic equations (Q5438180) (← links)
- ON THE AMERICAN OPTION PROBLEM (Q5464339) (← links)
- CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (Q5692938) (← links)
- On American Derivatives and Related Obstacle Problems (Q5696869) (← links)
- The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758) (← links)
- Reflected Backward Stochastic Differential Equations, Convex Risk Measures and American Options (Q5746994) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
- A penalty method for American multi-asset option problems (Q6040370) (← links)
- The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
