Pages that link to "Item:Q2465175"
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The following pages link to On the behaviour near expiry for multi-dimensional American options (Q2465175):
Displaying 5 items.
- Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators (Q710528) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- Uniform estimates near the initial state for solutions of the two-phase parabolic problem (Q2930915) (← links)
- Exercise Boundary Near Maturity for an American Option on Several Assets (Q3580103) (← links)
- The valuation of American options in a multidimensional exponential Lévy model (Q4962464) (← links)