The following pages link to (Q4680160):
Displaying 10 items.
- Asymptotic analysis of shout options close to expiry (Q469983) (← links)
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- Installment options close to expiry (Q937477) (← links)
- Are American options European after all? (Q2134285) (← links)
- The American straddle close to expiry (Q2472118) (← links)
- The intersection between European put price and its payoff function (Q2842535) (← links)
- (Q4463061) (← links)
- PENALTY AMERICAN OPTIONS (Q4631697) (← links)
- (Q5354441) (← links)
- CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (Q5692938) (← links)