Pages that link to "Item:Q1772495"
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The following pages link to American options and the free boundary exercise region: a PDE approach (Q1772495):
Displaying 15 items.
- On the singular set of the parabolic obstacle problem (Q858698) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints (Q964746) (← links)
- Analysis of pricing American options on the maximum (minimum) of two risk assets (Q1599129) (← links)
- A note on the never-early-exercise region of American power exchange options (Q1785486) (← links)
- On the behaviour near expiry for multi-dimensional American options (Q2465175) (← links)
- Properties of American option prices (Q2485809) (← links)
- On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients (Q2490005) (← links)
- On the regularity of the free boundary in the parabolic obstacle problem. Application to American options (Q2498794) (← links)
- The free boundary problem of American butterfly option (Q2874186) (← links)
- Boundary evolution equations for American options (Q2875727) (← links)
- Free boundary and American options in a jump-diffusion model (Q3421522) (← links)
- On the size of the non-coincidence set of parabolic obstacle problems with applications to American option pricing (Q3534702) (← links)
- (Q3644511) (← links)
- A nonlinear partial differential equation for american options in the entire domain of the state variable (Q4378758) (← links)
