Pages that link to "Item:Q2271721"

The following pages link to The critical price for the American put in an exponential Lévy model (Q2271721):

Displaying 16 items.

• Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
• The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
• Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046) (← links)
• Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
• Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
• Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
• The critical price of the American put near maturity in the jump diffusion model (Q2808186) (← links)
• The structure of the stopping region in a Lévy model (Q2849252) (← links)
• Properties of the optimal stopping domain in the Lévy model (Q2923390) (← links)
• ESO Valuation with Job Termination Risk and Jumps in Stock Price (Q2941470) (← links)
• THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604) (← links)
• NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518) (← links)
• On the Pricing of American Options in Exponential Lévy Markets (Q5443740) (← 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)
• On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)