Subject: Floating exercise boundaries for American options in time-inhomogeneous models

CUTTING EDGE ALERT
TOP STORY
Floating exercise boundaries for American options in time-inhomogeneous models
A pricing model is extended to account for negative interest rates or convenience yields
  17 Dec 2025   |  Technical paper
Views
Quantcast Master’s Series: Walter Farkas, ETH – University of Zurich
Swiss planning, large joint faculty and public presentations shape the programme
12 Dec 2025   |  Opinion
Cutting Edge
The relative entropy of expectation and price
The replacement of risk-neutral pricing with entropic risk optimisation
11 Dec 2025   |  Technical paper
Views
Quantcast Master’s Series: Jack Jacquier, Imperial College London
A shift towards market micro-structure and ML has reshaped the programme
10 Dec 2025   |  Opinion
Views
Quantcast Master’s Series: Kihun Nam, Monash University
Melbourne-based programme winks at pension fund sector
05 Dec 2025   |  Opinion
Views
Quantcast Master’s Series: Petter Kolm, Courant Institute
The NYU programme is taught almost exclusively by elite financial industry practitioners
28 Nov 2025   |  Opinion

i
LinkedIn Apple Android Twitter Facebook