Pages that link to "Item:Q3108380"

The following pages link to An integral equation for American put options on assets with general dividend processes (Q3108380):

Displaying 7 items.

• Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
• A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders (Q2145706) (← links)
• Portfolios of American options under general preferences: results and counterexamples (Q2875728) (← links)
• THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604) (← links)
• A new integral equation formulation for American put options (Q4554433) (← links)
• Asymptotic analysis of the American call option with dividends (Q4796923) (← links)
• Can outstanding dividend payments be estimated by American options? (Q5026523) (← links)