Pages that link to "Item:Q4784740"
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The following pages link to A Note on a Moving Boundary Problem Arising in the American Put Option (Q4784740):
Displaying 8 items.
- On a free boundary problem for an American put option under the CEV process (Q533479) (← links)
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- Installment options close to expiry (Q937477) (← links)
- A Longstaff and Schwartz approach to the early election problem (Q1929895) (← links)
- A moving boundary approach to American option pricing (Q2654413) (← links)
- THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (Q3370596) (← links)
- INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS (Q4683923) (← links)
- LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS (Q5315616) (← links)