Pages that link to "Item:Q3126224"

The following pages link to CRITICAL STOCK PRICE NEAR EXPIRATION (Q3126224):

Displaying 50 items.

• Asymptotic analysis of shout options close to expiry (Q469983) (← links)
• A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
• A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
• An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
• Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
• Installment options close to expiry (Q937477) (← links)
• Error estimates for the binomial approximation of American put options (Q1296626) (← links)
• Critical price near maturity for an American option on a dividend-paying stock. (Q1413692) (← links)
• Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
• Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
• Analytical pricing of American options (Q1937837) (← links)
• How should a convertible bond be decomposed? (Q1938898) (← links)
• Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046) (← links)
• A policy iteration algorithm for the American put option and free boundary control problems (Q1989210) (← links)
• Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
• On the binomial approximation of the American put (Q2198165) (← links)
• A simple approximation formula for calculating the optimal exercise boundary of American puts (Q2251757) (← links)
• American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
• Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
• On the behaviour near expiry for multi-dimensional American options (Q2465175) (← links)
• The American straddle close to expiry (Q2472118) (← links)
• On convergence of a semi-analytical method for American option pricing (Q2577164) (← links)
• The American put is log-concave in the log-price (Q2581491) (← links)
• Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
• The critical price of the American put near maturity in the jump diffusion model (Q2808186) (← links)
• The intersection between European put price and its payoff function (Q2842535) (← links)
• American option valuation using first-passage densities (Q2871435) (← links)
• Characterization of the American Put Option Using Convexity (Q2889593) (← links)
• OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY (Q3057465) (← links)
• An iterative procedure for solving integral equations related to optimal stopping problems (Q3080991) (← links)
• A NEW ANALYTICAL APPROXIMATION FORMULA FOR THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q3421829) (← links)
• CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS WITH AN APPROXIMATION FORMULA (Q3498243) (← links)
• CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET (Q3502132) (← links)
• Exercise Boundary Near Maturity for an American Option on Several Assets (Q3580103) (← links)
• A second-order Nyström-type discretization for the early-exercise curve of American put options (Q3636734) (← links)
• Optimal exercise boundary for an American put option (Q4541557) (← links)
• Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
• PENALTY AMERICAN OPTIONS (Q4631697) (← links)
• PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (Q4653014) (← links)
• INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS (Q4683923) (← links)
• Laplace transforms and American options (Q4784303) (← links)
• Russian options with a finite time horizon (Q4819460) (← links)
• NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518) (← links)
• American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
• LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS (Q5315616) (← links)
• ANALYTIC BACKWARD INDUCTION OF OPTION CASH FLOWS: A NEW APPLICATION PARADIGM FOR THE MARKOVIAN INTEREST RATE MODELS (Q5493849) (← links)
• CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (Q5692938) (← links)
• Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568) (← links)
• A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
• A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)