Pages that link to "Item:Q3502132"
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The following pages link to CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET (Q3502132):
Displaying 22 items.
- Convergence rate of free boundary of numerical scheme for American option (Q316892) (← links)
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042) (← links)
- Convexity of the optimal stopping boundary for the American put option (Q1766723) (← links)
- Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330) (← links)
- Analysis of an optimal stopping problem arising from hedge fund investing (Q2009296) (← links)
- Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives (Q2148591) (← links)
- The American put is log-concave in the log-price (Q2581491) (← links)
- Towards implementation of PDE control for Stefan system: input-to-state stability and sampled-data design (Q2664259) (← links)
- A closed-form solution to American options under general diffusion processes (Q2869962) (← links)
- The free boundary problem of American butterfly option (Q2874186) (← links)
- Characterization of the American Put Option Using Convexity (Q2889593) (← links)
- COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
- A long time asymptotic behavior of the free boundary for an American put (Q3182581) (← links)
- Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (Q3188154) (← links)
- NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518) (← links)
- Higher-Order Regularity of the Free Boundary in the Inverse First-Passage Problem (Q5101326) (← links)
- Numerical Method for Solving Free Boundary Problem Arising from Fixed Rate Mortgages (Q5116378) (← links)
- Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model (Q5250037) (← links)
- Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468) (← links)
- The Value of a Two-Sided Real Swaption (Q5882283) (← links)
- Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options (Q6631815) (← links)
