Pages that link to "Item:Q3618167"
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The following pages link to On the American Option Value Near its Exercise Region (Q3618167):
Displaying 4 items.
- The early exercise region for Bermudan options on two underlyings (Q970053) (← links)
- A bound on the value of a two-sided Margrabe American option with finite expiration (Q1703523) (← links)
- American options and the free boundary exercise region: a PDE approach (Q1772495) (← links)
- SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT? (Q3225029) (← links)