Pages that link to "Item:Q2808186"
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The following pages link to The critical price of the American put near maturity in the jump diffusion model (Q2808186):
Displaying 4 items.
- Critical price near maturity for an American option on a dividend-paying stock. (Q1413692) (← links)
- Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
- An improvement of an analytical approximation method for American options (Q2247338) (← links)
- CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (Q5692938) (← links)