Pages that link to "Item:Q3084604"
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The following pages link to THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604):
Displaying 6 items.
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Optimal stopping and American options with discrete dividends and exogenous risk (Q704408) (← links)
- A new form of the early exercise premium for American type derivatives (Q2213635) (← links)
- Portfolios of American options under general preferences: results and counterexamples (Q2875728) (← links)
- THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS<sup>1</sup> (Q4372041) (← links)
- Spiking the Volatility Punch (Q4994679) (← links)