Pages that link to "Item:Q3421522"
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The following pages link to Free boundary and American options in a jump-diffusion model (Q3421522):
Displaying 23 items.
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- Pricing American options when asset prices jump (Q969504) (← links)
- Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model (Q1039529) (← links)
- Obstacle problem for arithmetic Asian options (Q1046556) (← links)
- Analysis of pricing American options on the maximum (minimum) of two risk assets (Q1599129) (← links)
- Dynamics for the damped wave equations on time-dependent domains (Q1671108) (← links)
- Value function regularity in option pricing problems under a pure jump model (Q1678504) (← links)
- Optimal exercise boundary via intermediate function with jump risk (Q1684772) (← links)
- American options and the free boundary exercise region: a PDE approach (Q1772495) (← links)
- Probabilistic approach to free boundary problems and pricing of American options (Q2016260) (← links)
- A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539) (← links)
- Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model (Q2247919) (← links)
- A moving boundary approach to American option pricing (Q2654413) (← links)
- Analysis of the free boundary for the pricing of an American call option (Q2732511) (← links)
- On the American option-pricing model with an uncertain volatility (Q2802662) (← links)
- The free boundary problem of American butterfly option (Q2874186) (← links)
- Boundary evolution equations for American options (Q2875727) (← links)
- Free boundary and retirement benefits pricing in a jump-diffusion model (Q3383200) (← links)
- (Q3644511) (← links)
- Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568) (← links)
- Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors (Q6049920) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)