Matches in SemOpenAlex for { <https://semopenalex.org/work/W2109753878> ?p ?o ?g. }
Showing items 1 to 95 of
95
with 100 items per page.
- W2109753878 abstract "In mathematical finance there are two well known and traditional technique s to deal American options: Solving parabolic partial differential equations and using the probabilistic approach. In this paper, we use purely probabilistic approach. We consider standard one-dimensional diffusion model with local volatility that is a func tion of time and current stock price and where the risk-free interest rate is constant. We estimate the continuity of American option prices w ith respect to the corresponding local volatilities." @default.
- W2109753878 created "2016-06-24" @default.
- W2109753878 creator A5008614554 @default.
- W2109753878 creator A5072499980 @default.
- W2109753878 creator A5078629579 @default.
- W2109753878 date "2013-09-01" @default.
- W2109753878 modified "2023-10-05" @default.
- W2109753878 title "Sensitivity of American Option Prices with Respect to the Variations of Local Volatility" @default.
- W2109753878 cites W1487571117 @default.
- W2109753878 cites W1580561995 @default.
- W2109753878 cites W1969156020 @default.
- W2109753878 cites W1976063425 @default.
- W2109753878 cites W1984923661 @default.
- W2109753878 cites W1993516115 @default.
- W2109753878 cites W2018055712 @default.
- W2109753878 cites W2026920583 @default.
- W2109753878 cites W2032422763 @default.
- W2109753878 cites W2042775870 @default.
- W2109753878 cites W2065956202 @default.
- W2109753878 cites W2141926061 @default.
- W2109753878 cites W2169296382 @default.
- W2109753878 cites W2312516956 @default.
- W2109753878 cites W3144329951 @default.
- W2109753878 doi "https://doi.org/10.12785/msl/020304" @default.
- W2109753878 hasPublicationYear "2013" @default.
- W2109753878 type Work @default.
- W2109753878 sameAs 2109753878 @default.
- W2109753878 citedByCount "0" @default.
- W2109753878 crossrefType "journal-article" @default.
- W2109753878 hasAuthorship W2109753878A5008614554 @default.
- W2109753878 hasAuthorship W2109753878A5072499980 @default.
- W2109753878 hasAuthorship W2109753878A5078629579 @default.
- W2109753878 hasBestOaLocation W21097538782 @default.
- W2109753878 hasConcept C105795698 @default.
- W2109753878 hasConcept C127413603 @default.
- W2109753878 hasConcept C143724316 @default.
- W2109753878 hasConcept C144237770 @default.
- W2109753878 hasConcept C149782125 @default.
- W2109753878 hasConcept C151730666 @default.
- W2109753878 hasConcept C162324750 @default.
- W2109753878 hasConcept C21200559 @default.
- W2109753878 hasConcept C24189920 @default.
- W2109753878 hasConcept C24326235 @default.
- W2109753878 hasConcept C2779834249 @default.
- W2109753878 hasConcept C28826006 @default.
- W2109753878 hasConcept C2988984586 @default.
- W2109753878 hasConcept C33923547 @default.
- W2109753878 hasConcept C49937458 @default.
- W2109753878 hasConcept C86803240 @default.
- W2109753878 hasConcept C91602232 @default.
- W2109753878 hasConceptScore W2109753878C105795698 @default.
- W2109753878 hasConceptScore W2109753878C127413603 @default.
- W2109753878 hasConceptScore W2109753878C143724316 @default.
- W2109753878 hasConceptScore W2109753878C144237770 @default.
- W2109753878 hasConceptScore W2109753878C149782125 @default.
- W2109753878 hasConceptScore W2109753878C151730666 @default.
- W2109753878 hasConceptScore W2109753878C162324750 @default.
- W2109753878 hasConceptScore W2109753878C21200559 @default.
- W2109753878 hasConceptScore W2109753878C24189920 @default.
- W2109753878 hasConceptScore W2109753878C24326235 @default.
- W2109753878 hasConceptScore W2109753878C2779834249 @default.
- W2109753878 hasConceptScore W2109753878C28826006 @default.
- W2109753878 hasConceptScore W2109753878C2988984586 @default.
- W2109753878 hasConceptScore W2109753878C33923547 @default.
- W2109753878 hasConceptScore W2109753878C49937458 @default.
- W2109753878 hasConceptScore W2109753878C86803240 @default.
- W2109753878 hasConceptScore W2109753878C91602232 @default.
- W2109753878 hasLocation W21097538781 @default.
- W2109753878 hasLocation W21097538782 @default.
- W2109753878 hasOpenAccess W2109753878 @default.
- W2109753878 hasPrimaryLocation W21097538781 @default.
- W2109753878 hasRelatedWork W1502341065 @default.
- W2109753878 hasRelatedWork W1524485398 @default.
- W2109753878 hasRelatedWork W2109990844 @default.
- W2109753878 hasRelatedWork W2288747271 @default.
- W2109753878 hasRelatedWork W2298849016 @default.
- W2109753878 hasRelatedWork W2303821101 @default.
- W2109753878 hasRelatedWork W2460254899 @default.
- W2109753878 hasRelatedWork W2501326810 @default.
- W2109753878 hasRelatedWork W2736004387 @default.
- W2109753878 hasRelatedWork W2780804709 @default.
- W2109753878 hasRelatedWork W2891560052 @default.
- W2109753878 hasRelatedWork W2905829118 @default.
- W2109753878 hasRelatedWork W2911092107 @default.
- W2109753878 hasRelatedWork W2950070823 @default.
- W2109753878 hasRelatedWork W2952356046 @default.
- W2109753878 hasRelatedWork W2962853807 @default.
- W2109753878 hasRelatedWork W3121506376 @default.
- W2109753878 hasRelatedWork W3121677735 @default.
- W2109753878 hasRelatedWork W3122190797 @default.
- W2109753878 hasRelatedWork W3125041163 @default.
- W2109753878 isParatext "false" @default.
- W2109753878 isRetracted "false" @default.
- W2109753878 magId "2109753878" @default.
- W2109753878 workType "article" @default.