Pages that link to "Item:Q704408"
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The following pages link to Optimal stopping and American options with discrete dividends and exogenous risk (Q704408):
Displaying 3 items.
- THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604) (← links)
- A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options (Q5456303) (← links)
- Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568) (← links)