Pages that link to "Item:Q1627819"
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The following pages link to Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819):
Displaying 10 items.
- Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614) (← links)
- On the pricing formula for the perpetual American volatility option under the mean-reverting processes (Q2233615) (← links)
- A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options (Q2339349) (← links)
- Closed-form solutions of American perpetual put option under a structurally changing asset (Q2895908) (← links)
- (Q2993889) (← links)
- PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE (Q3400129) (← links)
- Perpetual American put options in a level-dependent volatility model (Q4462704) (← links)
- Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Pricing Perpetual Options for Jump Processes (Q5718304) (← links)
