Matches in SemOpenAlex for { <https://semopenalex.org/work/W2055220199> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W2055220199 endingPage "567" @default.
- W2055220199 startingPage "555" @default.
- W2055220199 abstract "The difference between an American put option and its European counterpart has been characterized in terms of a simple integral expression which can be used to calculate the optimal exercise boundary in a recursive manner, if Black–Scholes dynamics are assumed for the underlying asset. In this paper, we extend this formula to the case where a more general stock and cumulative dividend process are included, and show how this changes the properties of the optimal exercise boundary." @default.
- W2055220199 created "2016-06-24" @default.
- W2055220199 creator A5005693580 @default.
- W2055220199 creator A5013126185 @default.
- W2055220199 date "2011-08-01" @default.
- W2055220199 modified "2023-09-25" @default.
- W2055220199 title "An integral equation for American put options on assets with general dividend processes" @default.
- W2055220199 cites W1557238565 @default.
- W2055220199 cites W1969944159 @default.
- W2055220199 cites W1975527087 @default.
- W2055220199 cites W2018368929 @default.
- W2055220199 cites W2034413077 @default.
- W2055220199 cites W2046733933 @default.
- W2055220199 cites W2055077061 @default.
- W2055220199 cites W2140460002 @default.
- W2055220199 cites W2151078973 @default.
- W2055220199 cites W2151175075 @default.
- W2055220199 cites W2154955866 @default.
- W2055220199 cites W3124827703 @default.
- W2055220199 cites W3146897548 @default.
- W2055220199 cites W4229911014 @default.
- W2055220199 doi "https://doi.org/10.1080/17442508.2010.533179" @default.
- W2055220199 hasPublicationYear "2011" @default.
- W2055220199 type Work @default.
- W2055220199 sameAs 2055220199 @default.
- W2055220199 citedByCount "4" @default.
- W2055220199 countsByYear W20552201992012 @default.
- W2055220199 countsByYear W20552201992021 @default.
- W2055220199 countsByYear W20552201992022 @default.
- W2055220199 crossrefType "journal-article" @default.
- W2055220199 hasAuthorship W2055220199A5005693580 @default.
- W2055220199 hasAuthorship W2055220199A5013126185 @default.
- W2055220199 hasConcept C10138342 @default.
- W2055220199 hasConcept C111472728 @default.
- W2055220199 hasConcept C116168712 @default.
- W2055220199 hasConcept C134306372 @default.
- W2055220199 hasConcept C138885662 @default.
- W2055220199 hasConcept C144237770 @default.
- W2055220199 hasConcept C149782125 @default.
- W2055220199 hasConcept C162324750 @default.
- W2055220199 hasConcept C2780586882 @default.
- W2055220199 hasConcept C28826006 @default.
- W2055220199 hasConcept C33923547 @default.
- W2055220199 hasConcept C38652104 @default.
- W2055220199 hasConcept C41008148 @default.
- W2055220199 hasConcept C62354387 @default.
- W2055220199 hasConcept C76178495 @default.
- W2055220199 hasConceptScore W2055220199C10138342 @default.
- W2055220199 hasConceptScore W2055220199C111472728 @default.
- W2055220199 hasConceptScore W2055220199C116168712 @default.
- W2055220199 hasConceptScore W2055220199C134306372 @default.
- W2055220199 hasConceptScore W2055220199C138885662 @default.
- W2055220199 hasConceptScore W2055220199C144237770 @default.
- W2055220199 hasConceptScore W2055220199C149782125 @default.
- W2055220199 hasConceptScore W2055220199C162324750 @default.
- W2055220199 hasConceptScore W2055220199C2780586882 @default.
- W2055220199 hasConceptScore W2055220199C28826006 @default.
- W2055220199 hasConceptScore W2055220199C33923547 @default.
- W2055220199 hasConceptScore W2055220199C38652104 @default.
- W2055220199 hasConceptScore W2055220199C41008148 @default.
- W2055220199 hasConceptScore W2055220199C62354387 @default.
- W2055220199 hasConceptScore W2055220199C76178495 @default.
- W2055220199 hasIssue "4-6" @default.
- W2055220199 hasLocation W20552201991 @default.
- W2055220199 hasOpenAccess W2055220199 @default.
- W2055220199 hasPrimaryLocation W20552201991 @default.
- W2055220199 hasRelatedWork W1598470350 @default.
- W2055220199 hasRelatedWork W1887191277 @default.
- W2055220199 hasRelatedWork W2022148719 @default.
- W2055220199 hasRelatedWork W2167297821 @default.
- W2055220199 hasRelatedWork W2329865134 @default.
- W2055220199 hasRelatedWork W2334954212 @default.
- W2055220199 hasRelatedWork W2776018879 @default.
- W2055220199 hasRelatedWork W3122681168 @default.
- W2055220199 hasRelatedWork W3123919055 @default.
- W2055220199 hasRelatedWork W4235288607 @default.
- W2055220199 hasVolume "83" @default.
- W2055220199 isParatext "false" @default.
- W2055220199 isRetracted "false" @default.
- W2055220199 magId "2055220199" @default.
- W2055220199 workType "article" @default.