Pages that link to "Item:Q2577472"
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The following pages link to On the asymptotic free boundary for the American put option problem (Q2577472):
Displaying 5 items.
- A bound on the value of a two-sided Margrabe infinite American option (Q260326) (← links)
- On a free boundary problem for an American put option under the CEV process (Q533479) (← links)
- On the behaviour near expiry for multi-dimensional American options (Q2465175) (← links)
- Characterization of the American Put Option Using Convexity (Q2889593) (← links)
- Free boundary and American options in a jump-diffusion model (Q3421522) (← links)