scientific article; zbMATH DE number 6769072
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Publication:5354441
zbMATH Open1399.91106MaRDI QIDQ5354441
Publication date: 4 September 2017
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Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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- Pricing American put options on defaultable bonds ๐ ๐
- American options under periodic exercise opportunities ๐ ๐
- The American straddle close to expiry ๐ ๐
- ASYMPTOTICS FOR AMERICANS: AMERICAN OPTIONS CLOSE TO EXPIRY ๐ ๐
- Exercise Boundary Near Maturity for an American Option on Several Assets ๐ ๐
- American options on assets with dividends near expiry ๐ ๐
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