Pages that link to "Item:Q4462704"
From MaRDI portal
The following pages link to Perpetual American put options in a level-dependent volatility model (Q4462704):
Displaying 5 items.
- Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770) (← links)
- Bounds for the American perpetual put on a stock index (Q2731150) (← links)
- On the perpetual American put options for level dependent volatility models with jumps (Q3169212) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- (Q5212203) (← links)