Pages that link to "Item:Q1599715"
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The following pages link to Asymptotic analysis of American call options (Q1599715):
Displaying 8 items.
- Asymptotic analysis of shout options close to expiry (Q469983) (← links)
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- Installment options close to expiry (Q937477) (← links)
- The American straddle close to expiry (Q2472118) (← links)
- THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604) (← links)
- Asymptotics of riskless profit under selling of discrete time call options (Q4425014) (← links)
- Asymptotic analysis of the American call option with dividends (Q4796923) (← links)
- LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS (Q5315616) (← links)
