Pages that link to "Item:Q3381019"
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The following pages link to The pricing problem for a class of permanent American option (Q3381019):
Displaying 3 items.
- Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770) (← links)
- On the pricing formula for the perpetual American volatility option under the mean-reverting processes (Q2233615) (← links)
- Pricing formulas for perpetual American options with general payoffs (Q5065585) (← links)