Pages that link to "Item:Q1945046"
From MaRDI portal
The following pages link to Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046):
Displaying 5 items.
- Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
- Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
