Pages that link to "Item:Q5939023"
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The following pages link to On the optimal exercise boundary for an American put option (Q5939023):
Displaying 12 items.
- Asymptotic analysis of shout options close to expiry (Q469983) (← links)
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- On the upper bound of a call option (Q812138) (← links)
- Installment options close to expiry (Q937477) (← links)
- American options exercise boundary when the volatility changes randomly (Q1288991) (← links)
- American put options with a finite set of exercisable time epochs (Q1905857) (← links)
- Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
- Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- On the American Option Value Near its Exercise Region (Q3618167) (← links)
- Optimal exercise boundary for an American put option (Q4541557) (← links)
- LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS (Q5315616) (← links)