Pages that link to "Item:Q1039529"
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The following pages link to Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model (Q1039529):
Displaying 4 items.
- An integration by parts type formula for stopping times and its application (Q1707041) (← links)
- A free boundary problem coming from the perpetual American call options with utility (Q2839199) (← links)
- (Q3644511) (← links)
- Perpetual Exchange Options under Jump-Diffusion Dynamics (Q4682489) (← links)