Pages that link to "Item:Q4796923"
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The following pages link to Asymptotic analysis of the American call option with dividends (Q4796923):
Displaying 10 items.
- On a free boundary problem for an American put option under the CEV process (Q533479) (← links)
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- Asymptotic analysis of American call options (Q1599715) (← links)
- Asymptotic analysis of European and American options with jumps in the underlying (Q1753762) (← links)
- Asymptotics of Barrier Option Pricing Under the CEV Process (Q2786207) (← links)
- Asymptotic analysis of delta for European put and call options (Q2850855) (← links)
- Ray methods for free boundary problems (Q3429097) (← links)
- (Q3436981) (← links)
- (Q3644616) (← links)
- American options on assets with dividends near expiry (Q4795994) (← links)