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CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET
Chen, Xinfu; Chadam, John; Jiang, Lishang; Zheng, Weian - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 185
Persistent link: https://www.econbiz.de/10008221365
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NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET
Chen, Xinfu; Cheng, Huibin; Chadam, John - In: Mathematical finance : an international journal of … 23 (2013) 1, pp. 169-185
Persistent link: https://www.econbiz.de/10010063818
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Theory and Methods - A Calculus for Design of Two-Stage Adaptive Procedures
Koyama, Tatsuki; Sampson, Allan R.; Gleser, Leon J. - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 197-203
Persistent link: https://www.econbiz.de/10006607861
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A Criterion for Burn-In That Balances Mean Residual Life and Residual Variance
Block, Henry W.; Savits, Thomas H.; Singh, Harshinder - In: Operations research : the journal of the Operations … 50 (2002) 2, pp. 290-296
Persistent link: https://www.econbiz.de/10006418552